Derivatives: principles and practice

By:

Sundaram, Rangarajan K. & Das, Sanjiv R

Material type: Text

TextPublication details: McGraw Hill New Delhi 2015Description: xxii, 897p. 25 cm ; PbkISBN:

9781259097096

Subject(s):

Derivatives Derivative securities

DDC classification:

332.645 SUN

Online resources:

Click here to access online

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	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 17/10/2022		40054
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 27/08/2023		B2326

Rs.850/-

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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