Sundaram, Rangarajan K. & Das, Sanjiv R

Derivatives: Principles and practice - New Delhi McGraw Hill 2014 - xxii, 897p. 25 cm ; Pbk

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.

9781259097096


Derivatives
Derivative securities