Sundaram, Rangarajan K.

Derivatives : principles and practice / Rangarajan K. Sundaram, Sanjiv R. Das. - Boston : McGraw-Hill, c2011 - xxii, 900 pages : 26 cm.

Includes bibliography, appendices and index

Contents: Part one Futures and forwards -- Part two Options -- Part three Swaps -- Part four Interest rate modeling -- Part five Credit risk -- Part six Computation

13: 9780071244800 [paperback]

2009053836


Derivative securities.


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