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Derivatives : principles and practice / Rangarajan K. Sundaram and Sanjiv R. Das.

By: Contributor(s): Material type: TextTextSeries: The McGraw-Hill/Irwin series in finance, insurance, and real estate | McGraw-Hill/Irwin series in finance, insurance, and real estatePublication details: New York, NY : McGraw-Hill Education, 2016, c2016.Edition: Second edition; International editionDescription: xxii, 886 pages : illustrations ; 25 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
Subject(s): LOC classification:
  • HG6024  A3Su7 2016
Contents:
Introduction -- Part 1: Futures and Forwards -- Future markets -- Pricing forwards and futures I: the basic theory -- Pricing forwards and futures II: building on the foundations -- Hedging with futures and forwards -- Interest-Rate forwards and futures -- Part Two: Options -- Options markets -- Options: payoffs and trading strategies -- No arbitrage restrictions on option prices -- Early exercise and put-call parity -- Option pricing: a first pass -- Binomial option pricing -- Implementing binomial models -- The Black-scholes model -- The Mathematics of Black-Scholes -- Options modeling: beyond Black-Scholes -- Sensitivity analysis: the option "Greeks" -- Exotic options I: path-independent options -- Exotic options II: path-dependent options -- Value-at-Risk -- Convertible bonds -- Real options -- Part III Swaps -- Part IV: Interest Rate Modeling -- Part V: Credit Risk -- Part VI: Computation (Web chapters available at www.mhle.com/sd2e
List(s) this item appears in: Print Books 2020
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Holdings
Item type Current library Collection Call number Materials specified Status Notes Date due Barcode
Books Books Ladislao N. Diwa Memorial Library Reserve Section Non-fiction RUS HG6024 A3Su7 2016 (Browse shelf(Opens below)) Room use only 76581 00076491

Includes bibliographical references and index.

Introduction -- Part 1: Futures and Forwards -- Future markets -- Pricing forwards and futures I: the basic theory -- Pricing forwards and futures II: building on the foundations -- Hedging with futures and forwards -- Interest-Rate forwards and futures -- Part Two: Options -- Options markets -- Options: payoffs and trading strategies -- No arbitrage restrictions on option prices -- Early exercise and put-call parity -- Option pricing: a first pass -- Binomial option pricing -- Implementing binomial models -- The Black-scholes model -- The Mathematics of Black-Scholes -- Options modeling: beyond Black-Scholes -- Sensitivity analysis: the option "Greeks" -- Exotic options I: path-independent options -- Exotic options II: path-dependent options -- Value-at-Risk -- Convertible bonds -- Real options -- Part III Swaps -- Part IV: Interest Rate Modeling -- Part V: Credit Risk -- Part VI: Computation (Web chapters available at www.mhle.com/sd2e

Fund 164 SERV Enterprises Purchased 08/09/2018 76581 nej 3,784.00 2018-06-610 2018-1-0318

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