000			02728cam a2200337 a 4500
999			_c6865 _d6865
001			16055382
005			20210830133111.0
008			100114s2011 nyua b 001 0 eng d
010			_a 2009053836
020			_a9780072949315 (alk. paper)
020			_a0072949317 (alk. paper)
040			_aFUE _cDLC _dYDX _dCDX _dYDXCP _dDLC _erda
050	0	0	_aHG6024.A3 _bS873 2011
082	0	0	_a332.6457 _222 _bS.R.D
100	1		_aSundaram, Rangarajan K. _eauthor
245	1	0	_aDerivatives : _bprinciples and practice / _cRangarajan K. Sundaram, Sanjiv R. Das.
264		1	_aNew York : _bMcGraw-Hill Irwin, _c[2011]
264		4	_a©2011.
300			_axxii, 900, [25] pages : _billustrations ; _c26 cm.
336			_2rdacontent _atext
337			_2rdamedia _aunmediated
338			_2rdacarrier _avolume
504			_aIncludes bibliographical references and indexes.
505		0	_aContenido: 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.
520			_aHelps you use verbal and pictorial expositions, and sometimes simple mathematical models, to explain underlying principles before proceeding to formal analysis
650		0	_aDerivative securities.
700	1		_aDas, Sanjiv R. _q(Sanjiv Ranjan) _ejoint author
942			_cBK _2ddc