Sundaram, Rangarajan K. <br/><br/>
Derivatives :   principles and practice / 
Rangarajan K. Sundaram and Sanjiv R. Das. 
 - Second edition. International edition. 
 - New York, NY :  McGraw-Hill Education,  2016, c2016. 
 - xxii, 886 pages :  illustrations ;  25 cm. 
 - The McGraw-Hill/Irwin series in finance, insurance, and real estate. McGraw-Hill/Irwin series in finance, insurance, and real estate. .
<br/><br/>Includes bibliographical references and index. 
<br/><br/>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 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivative securities
<br/><br/><label>LC Class. No.: </label>HG6024   / A3Su7 2016