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

By: Sundaram, Rangarajan K [author]
Contributor(s): Das, Sanjiv R. (Sanjiv Ranjan)
Language: English Series: The McGraw-Hill/Irwin series in finance, insurance, and real estate; InvestmentsPublisher: New York, NY : McGraw-Hill Education, [2016]Edition: Second editionDescription: xxii, 886, [35] pages : figures, tables ; 26 cmContent type: text Media type: unmediated Carrier type: volumeISBN: 9781259010873Subject(s): Derivative securitiesDDC classification: 332.64/57 LOC classification: HG6024.A3 | S873 2016
Contents:
Chapter 1: Introduction Part 1: Futures and Forwards Chapter 2: Futures Markets Chapter 3: Pricing Forwards and Futures I: The Basic Theory Chapter 4: Pricing Forwards and Futures II Chapter 5: Hedging with Futures & Forwards Chapter 6: Interest-Rate Forwards & Futures Part II: Equity Derivatives Chapter 7: Options Markets Chapter 8: Options: Payoffs & Trading Strategies Chapter 9: No-Arbitrage Restrictions on Option Prices Chapter 10: Early Exercise and Put-Call Parity Chapter 11: Option Pricing: An Introduction Chapter 12: Binomial Option Pricing Chapter 13: Implementing the Binomial Model Chapter 14: The Black-Scholes Model Chapter 15: The Mathematics of Black-Scholes Chapter 16: Options Modeling: Beyond Black-Scholes Chapter 17: Sensitivity Analysis: The Option "Greeks" Chapter 18: Exotic Options I: Path-Independent Options Chapter 19: Exotic Options II: Path-Dependent Options Chapter 20: Value-at-Risk Chapter 21: Convertible Bonds Chapter 22: Real Options Part III: Swaps Chapter 23: Interest-Rate Swaps and Floating Rate Products Chapter 24: Equity Swaps Chapter 25: Currency Swaps Part IV: Interest Rate Modeling Chapter 26: The Term Structure of Interest Rates: Concepts Chapter 27: Estimating the Yield Curve Chapter 28: Modeling Term Structure Movements Chapter 29: Factor Models of the Term Structure Chapter 30: The Heath-Jarrow-Morton and Libor Market Models Part V: Credit Derivative Products Chapter 31: Credit Derivative Products Chapter 32: Structural Models of Default Risk Chapter 33: Reduced Form Models of Default Risk Chapter 34: Modeling Correlated Default Part VI: Computation Chapter 35: Derivative Pricing with Finite Differencing Chapter 36: Derivative Pricing with Monte Carol Simulation Chapter 37: Using Octave
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SUBJECT REFERENCE 		332.6457 Su721 2016 (Browse shelf) Available CITU-CL-48139
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Includes bibliographical references and index.

Chapter 1: Introduction Part 1: Futures and Forwards Chapter 2: Futures Markets Chapter 3: Pricing Forwards and Futures I: The Basic Theory Chapter 4: Pricing Forwards and Futures II Chapter 5: Hedging with Futures & Forwards Chapter 6: Interest-Rate Forwards & Futures Part II: Equity Derivatives Chapter 7: Options Markets Chapter 8: Options: Payoffs & Trading Strategies Chapter 9: No-Arbitrage Restrictions on Option Prices Chapter 10: Early Exercise and Put-Call Parity Chapter 11: Option Pricing: An Introduction Chapter 12: Binomial Option Pricing Chapter 13: Implementing the Binomial Model Chapter 14: The Black-Scholes Model Chapter 15: The Mathematics of Black-Scholes Chapter 16: Options Modeling: Beyond Black-Scholes Chapter 17: Sensitivity Analysis: The Option "Greeks" Chapter 18: Exotic Options I: Path-Independent Options Chapter 19: Exotic Options II: Path-Dependent Options Chapter 20: Value-at-Risk Chapter 21: Convertible Bonds Chapter 22: Real Options Part III: Swaps Chapter 23: Interest-Rate Swaps and Floating Rate Products Chapter 24: Equity Swaps Chapter 25: Currency Swaps Part IV: Interest Rate Modeling Chapter 26: The Term Structure of Interest Rates: Concepts Chapter 27: Estimating the Yield Curve Chapter 28: Modeling Term Structure Movements Chapter 29: Factor Models of the Term Structure Chapter 30: The Heath-Jarrow-Morton and Libor Market Models Part V: Credit Derivative Products Chapter 31: Credit Derivative Products Chapter 32: Structural Models of Default Risk Chapter 33: Reduced Form Models of Default Risk Chapter 34: Modeling Correlated Default Part VI: Computation Chapter 35: Derivative Pricing with Finite Differencing Chapter 36: Derivative Pricing with Monte Carol Simulation Chapter 37: Using Octave

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