000			02135nam a22003017a 4500
003			OSt
005			20201110075922.0
008			201110b ||||| |||| 00| 0 eng d
040			_cCvSU Main Campus Library _erda
050			_aHG6024 _bA3Su7 2016
100			_91337 _aSundaram, Rangarajan K. _eauthor
245			_aDerivatives : _bprinciples and practice / _cRangarajan K. Sundaram and Sanjiv R. Das.
250			_aSecond edition.
250			_aInternational edition.
260			_aNew York, NY : _bMcGraw-Hill Education, _c2016, c2016.
300			_axxii, 886 pages : _billustrations ; _c25 cm.
336			_2rdacontent _atext
337			_2rdamedia _aunmediated
338			_2rdacarrier _avolume
490			_aThe McGraw-Hill/Irwin series in finance, insurance, and real estate.
490			_aMcGraw-Hill/Irwin series in finance, insurance, and real estate.
504			_aIncludes bibliographical references and index.
505			_aIntroduction -- 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
541			_aFund 164 _bSERV Enterprises _cPurchased _d08/09/2018 _e76581 _fnej _h3,784.00 _p2018-06-610 _q2018-1-0318
650		0	_91338 _aDerivative securities
700			_91339 _aDas, Sanjiv R. (Sanjiv Ranjan) _eauthor
942			_2lcc _cBK
999			_c25723 _d25723