Derivatives : (Record no. 7084)
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| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
|---|---|
| fixed length control field | 120523s2011 nyua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2009053836 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780071244800 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0071244808 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (Sirsi) u8188 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | EG-CaNU |
| Transcribing agency | EG-CaNU |
| Modifying agency | EG-CaNU |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | ncode |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6457 |
| Edition number | 22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Sundaram, Rangarajan K. |
| 9 (RLIN) | 14937 |
| 245 10 - TITLE STATEMENT | |
| Title | Derivatives : |
| Remainder of title | principles and practice / |
| Statement of responsibility, etc. | Rangarajan K. Sundaram, Sanjiv R. Das. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | New York : |
| Name of publisher, distributor, etc. | McGraw-Hill Irwin, |
| Date of publication, distribution, etc. | c2011. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxii, 900, [25] p. : |
| Other physical details | ill. ; |
| Dimensions | 26 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references and indexes. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Chapter 1: Introduction -- Chapter 2: Futures Markets -- Chapter 3: Pricing Forwards and Futures I: The Basic Theory -- Chapter 4: Pricing Forwards and Futures II -- Chapter 5: Hedging with Futures & Forwards -- Chapter 6: Interest-Rate Forwards & Futures -- Chapter 7: Options Markets -- Chapter 8: Options: Payoffs & Trading Strategies -- Chapter 9: No-Arbitrage Restrictions on Option Prices -- Chapter 10: Early Exercise and Put-Call Parity -- Chapter 11: Option Pricing: An Introduction -- Chapter 12: Binomial Option Pricing -- Chapter 13: Implementing the Binomial Model -- Chapter 14: The Black-Scholes Model -- Chapter 15: The Mathematics of Black-Scholes -- Chapter 16: Options Modeling: Beyond Black-Scholes -- Chapter 17: Sensitivity Analysis: The Option 'Greeks' -- Chapter 18: Exotic Options I: Path-Independent Options -- Chapter 19: Exotic Options II: Path-Dependent Options -- Chapter 20: Value-at-Risk -- Chapter 21: Convertible Bonds -- Chapter 22: Real Options -- Chapter 23: Interest-Rate Swaps and Floating Rate Products -- Chapter 24: Equity Swaps -- Chapter 25: Currency Swaps -- Chapter 26: The Term Structure of Interest Rates: Concepts -- Chapter 27: Estimating the Yield Curve -- Chapter 28: Modeling Term Structure Movements -- Chapter 29: Factor Models of the Term Structure -- Chapter 30: The Heath-Jarrow-Morton and Libor Market Models -- Chapter 31: Credit Derivative Products Chapter 32: Structural Models of Default Risk -- Chapter 33: Reduced Form Models of Default Risk -- Chapter 34: Modeling Correlated Default -- Chapter 35: Derivative Pricing with Finite Differencing -- Chapter 36: Derivative Pricing with Monte Carol Simulation -- Chapter 37: Using Octave. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | It has been the authors' experience that the overwhelming majority of students in MBA derivatives courses go on to careers where a deep conceptual, rather than solely mathematical, understanding of products and models is required. The first edition of Derivatives looks to create precisely such a blended approach, one that is formal and rigorous, yet intuitive and accessible. |
| 596 ## - | |
| -- | 1 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Derivative securities. |
| 9 (RLIN) | 2127 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Das, Sanjiv R. |
| Fuller form of name | (Sanjiv Ranjan) |
| 9 (RLIN) | 14938 |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main library | Main library | General Stacks | 01/26/2020 | PURCHASE | 332.6457 / SU.D 2011 | 011862 | 11/24/2019 | 1 | 11/24/2019 | Books |