TY  - BOOK
AU  - Sundaram,Rangarajan K.
AU  - Das,Sanjiv R.
TI  - Derivatives : :  principles and practice / 
SN  - 9780071244800
U1  - 332.6457   22
PY  - 2011///
CY  - New York : 
PB  -  McGraw-Hill Irwin, 
KW  - Derivative securities
N1  - Includes bibliographical references and indexes; 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
N2  - 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
ER  -