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Derivatives: Principles and practice

By: Material type: TextTextPublication details: New Delhi Mc Graw Hill 2014Description: xxii, 897p. 25 cm ; PbkISBN:
  • 9781259097096
Subject(s): DDC classification:
  • 332.645 SUN
Summary: Covers futures and forwards, options, and swaps of derivatives. This title examines term-structure modeling and the pricing of interest-rate derivatives. It deals with the credit derivatives and the modeling of credit risk. It discusses computational issues.
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Holdings
Item type Current library Collection Call number Status Date due Barcode
Books Books H.T. Parekh Library GSB Collection 332.645 SUN (Browse shelf(Opens below)) Checked out to Pratham Khandelwal (MBA23-156) 30/09/2024 B2607
Books Books H.T. Parekh Library GSB Collection 332.645 SUN (Browse shelf(Opens below)) In transit from H.T. Parekh Library to H.T. Parekh Library since 13/09/2022 B1943

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Covers futures and forwards, options, and swaps of derivatives. This title examines term-structure modeling and the pricing of interest-rate derivatives. It deals with the credit derivatives and the modeling of credit risk. It discusses computational issues.

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