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portada Derivatives
Type
Physical Book
Language
English
Pages
960
Format
Hardcover
Dimensions
25.4 x 20.3 x 4.1 cm
Weight
1.84 kg.
ISBN13
9780078034732
Edition No.
0002

Derivatives

Rangarajan Sundaram (Author) · Sanjiv Das (Author) · McGraw-Hill Companies · Hardcover

Derivatives - Sundaram, Rangarajan ; Das, Sanjiv

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Synopsis "Derivatives"

Derivatives makes a special effort throughout the text to explain what lies behind the formal mathematics of pricing and hedging. Questions ranging from 'how are forward prices determined?' to 'why does the Black-Scholes formula have the form it does?' are answered throughout the text. The authors use verbal and pictorial expositions, and sometimes simple mathematical models, to explain underlying principles before proceeding to formal analysis. Extensive uses of numerical examples for illustrative purposes are used throughout to supplement the intuitive and formal presentations.

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The book is written in English.
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