000 | 00628nam a2200133Ia 4500 | ||
---|---|---|---|
020 | _a9781259097096 | ||
100 | _aSundaram, Rangarajan K. & Das, Sanjiv R | ||
245 | _aDerivatives: Principles and practice | ||
260 |
_c2014 _bMcGraw Hill _aNew Delhi |
||
300 |
_a xxii, 897p. _b25 cm ; Pbk |
||
505 | _aCovers 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. | ||
650 |
_aDerivatives _aDerivative securities |
||
942 | _cBK | ||
999 |
_c95297 _d95297 |