Derivatives : principles and practice / Rangarajan K. Sundaram, Sanjiv R. Das.
Material type: TextPublisher: Boston : McGraw-Hill, c2011Description: xxii, 900 pages : 26 cmContent type: text Media type: unmediated Carrier type: volumeISBN: 13: 9780071244800 [paperback]Subject(s): Derivative securitiesDDC classification:
Contents:
Contents: Part one Futures and forwards -- Part two Options -- Part three Swaps -- Part four Interest rate modeling -- Part five Credit risk -- Part six Computation
Item type | Current location | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|
Book | Reserved (Main) | 332.6457 Su72 2011 (Browse shelf) | Available | 3UCBL000005712 |
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
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