Derivatives: principles and practice
Auteur :
Sundaram, Rangarajan K.
Éditeur :
Sundaram, Rangarajan K.Das, Sanjiv,
ISBN :
9780072949315
Date de publication :
1 avr. 2010
Dimensions :
26,2 x 21,0 x 4,0 cm
Poids :
1861 g
Langue :
Anglais
Pays d'origine :
USA
Covers futures and forwards, options, and swaps of derivatives. This title examines term-structure modeling and the pricing of interest-rate derivatives. It deals with the credit derivatives and the modeling of credit risk. It discusses computational issues.