Derivatives (McGraw-Hill/Irwin Series in Finance, Insurance, and Real Est)
Derivatives (McGraw-Hill/Irwin Series in Finance, Insurance, and Real Est)
Author: -
Title: Derivatives (McGraw-Hill/Irwin Series in Finance, Insurance, and Real Est)
ISBN10: 0072949317
ISBN13: 978-0072949315
Format: .PDF .EPUB .FB2
Pages: 940 pages
Publisher: McGraw-Hill Education; 1 edition (March 11, 2010)
Language: English
Size pdf: 1250 kb
Size epub: 1482 kb
Rating: 4.1 ✪
Votes: 358
Category: Other
Subcategory: Business & Finance

It has been the authors' experience that the overwhelming majority of students in MBA derivatives courses go on to careers where a deep conceptual, rather than solely mathematical, understanding of products and models is required. The first edition of Derivatives looks to create precisely such a blended approach, one that is formal and rigorous, yet intuitive and accessible.

The main body of this book is divided into six parts. Parts 1-3 cover, respectively, futures and forwards; options; and swaps. Part 4 examines term-structure modeling and the pricing of interest-rate derivatives, while Part 5 is concerned with credit derivatives and the modeling of credit risk. Part 6 discusses computational issues.