000			02878cam a2200253 a 4500
008			120523s2011 nyua b 001 0 eng
010			_a2009053836
020			_a9780071244800
020			_a0071244808
035			_a(Sirsi) u8188
040			_aEG-CaNU _c EG-CaNU _d EG-CaNU
042			_ancode
082	0	0	_a332.6457 _2 22
100	1		_aSundaram, Rangarajan K. _914937
245	1	0	_aDerivatives : _b principles and practice / _c Rangarajan K. Sundaram, Sanjiv R. Das.
260			_aNew York : _b McGraw-Hill Irwin, _c c2011.
300			_axxii, 900, [25] p. : _b ill. ; _c 26 cm.
504			_aIncludes bibliographical references and indexes.
505	0		_aChapter 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			_aIt 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.
650		0	_aDerivative securities. _92127
700	1		_aDas, Sanjiv R. _q (Sanjiv Ranjan) _914938
596			_a1
999			_c7084 _d7084