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