It has been the authors’ experience that the overwhelming majority of students in MBA derivatives courses go on to careers where a deep conceptual, rather than solely mathematical, understanding of products and models is required. The first edition of Derivatives looks to create precisely such a blended approach, one that is formal and rigorous, yet intuitive and accessible.The main body of this book is divided into six parts. Parts 1-3 cover, respectively, futures and forwards; options; and swaps. Part 4 examines term-structure modeling and the pricing of interest-rate derivatives, while Part 5 is concerned with credit derivatives and the modeling of credit risk. Part 6 discusses computational issues.
- ISBN13 9780071244800
- Publish Date 16 May 2010 (first published 16 April 2010)
- Publish Status Out of Print
- Out of Print 4 June 2015
- Publish Country US
- Publisher McGraw-Hill Education - Europe
- Imprint McGraw-Hill Professional
- Format Paperback
- Pages 704
- Language English