TY  - BOOK
AU  - Sundaram,Rangarajan K.
AU  - Das,Sanjiv R.
TI  - Derivatives: principles and practice 
SN  - 9780072949315 (alk. paper)
AV  - HG6024.A3 S873 2011
U1  - 332.6457 22
PY  - 2011///]
CY  - New York
PB  - McGraw-Hill Irwin
KW  - Derivative securities
N1  - Includes bibliographical references and indexes; Contenido: Futures and forwards. --
Futures markets. --
Pricing forwards and futures I : the basic theory. --
Pricing forwards and futures II : building on the foundations. --
Hedging with futures and forwards. --
Interest-rate forwards and futures. --
Options. --
Options markets. --
Options : payoffs and trading strategies. --
No-arbitrage restrictions on option prices. --
Early exercise and put-call parity. --
Option pricing : a first pass. --
Binomial option pricing. --
Implementing the binomial models. --
The black-scholes model. --
The mathematics of black-scholes. --
Options modeling : beyond black-scholes. --
Sensitivity analysis : the option "greeks". --
Exotic options I : path-independent options. --
Exotic options II : path-dependent options. --
Value-at-risk. --
Convertible bonds. --
Real options. --
Swaps. --
Interest-rate swaps and floating rate products. --
Equity swaps. --
Currency and commodity swaps. --
Interest rate modeling. --
The term structure of interest rates : concepts. --
Estimating the yield curve. --
Modeling term structure movements. --
Factor models of the term structure. --
The heath-jarrow-morton and libor market models. --
Credit risk. --
Credit derivative products. --
Structural models of default risk. --
Reduced form models of default risk. --
Modeling correlated default. --
Computation. --
Derivative pricing with finite differencing. --
Derivative pricing with Monte Caro simulation. --
Using octave
N2  - Helps you use verbal and pictorial expositions, and sometimes simple mathematical models, to explain underlying principles before proceeding to formal analysis
ER  -