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Derivatives – Principles and Practice (2nd Edition)

Download Derivatives – Principles and Practice (2nd Edition) written by Sanjiv Das, Rangarajan Sundaram in PDF format. This book is under the category Business and bearing the isbn/isbn13 number 78034736/9780078034732. You may reffer the table below for additional details of the book.

$19.99

Specifications

book-author

Sanjiv Das, Rangarajan Sundaram

publisher

McGraw-Hill Higher Education; 2nd edition

file-type

PDF

pages

960 pages

language

English

asin

B00VF63EJW

isbn10

78034736

isbn13

9780078034732


Book Description

Derivatives 2nd edition (PDF) makes a special effort throughout the textbook to explain what lies behind the formal mathematics of hedging and pricing. Questions ranging from ‘how are forward/future prices determined?’ to ‘why does the Black-Scholes formula have the form it does?’ and ‘what is a call option?’ ‘how to price a put option?’ are answered throughout the PDF etextbook. The authors use pictorial and verbal expositions; and sometimes simple mathematical models; to explain underlying principles before proceeding to formal analysis. Extensive uses of numerical examples including using real data for illustrative purposes are used throughout to supplement the intuitive and formal presentations.

Note: This only includes ‘Derivatives: Principles and Practice 2e’ PDF. No online codes are included/bundled with this purchase.

 

book-author

Sanjiv Das, Rangarajan Sundaram

publisher

McGraw-Hill Higher Education; 2nd edition

file-type

PDF

pages

960 pages

language

English

asin

B00VF63EJW

isbn10

78034736

isbn13

9780078034732

Table of contents


Table of contents :
Chapter 1: IntroductionPart 1: Futures and ForwardsChapter 2: Futures MarketsChapter 3: Pricing Forwards and Futures I: The Basic TheoryChapter 4: Pricing Forwards and Futures IIChapter 5: Hedging with Futures & ForwardsChapter 6: Interest-Rate Forwards & FuturesPart II: Equity DerivativesChapter 7: Options MarketsChapter 8: Options: Payoffs & Trading StrategiesChapter 9: No-Arbitrage Restrictions on Option PricesChapter 10: Early Exercise and Put-Call ParityChapter 11: Option Pricing: An IntroductionChapter 12: Binomial Option PricingChapter 13: Implementing the Binomial ModelChapter 14: The Black-Scholes ModelChapter 15: The Mathematics of Black-ScholesChapter 16: Options Modeling: Beyond Black-ScholesChapter 17: Sensitivity Analysis: The Option “Greeks”Chapter 18: Exotic Options I: Path-Independent OptionsChapter 19: Exotic Options II: Path-Dependent OptionsChapter 20: Value-at-RiskChapter 21: Convertible BondsChapter 22: Real OptionsPart III: SwapsChapter 23: Interest-Rate Swaps and Floating Rate ProductsChapter 24: Equity SwapsChapter 25: Currency SwapsPart IV: Interest Rate ModelingChapter 26: The Term Structure of Interest Rates: ConceptsChapter 27: Estimating the Yield CurveChapter 28: Modeling Term Structure MovementsChapter 29: Factor Models of the Term StructureChapter 30: The Heath-Jarrow-Morton and Libor Market ModelsPart V: Credit Derivative ProductsChapter 31: Credit Derivative ProductsChapter 32: Structural Models of Default RiskChapter 33: Reduced Form Models of Default RiskChapter 34: Modeling Correlated DefaultPart VI: ComputationChapter 35: Derivative Pricing with Finite DifferencingChapter 36: Derivative Pricing with Monte Carol SimulationChapter 37: Using Octave

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