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內容簡介: 博客來博客來網路書局The first edition of Derivatives expends considerable effort in explaining what lies behind the formal mathematics of pricing and hedging derivative securities. 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 of this first edition use verbal and pictorial expositions, and sometimes simple mathematical models, to explain the underlying principles before proceeding to a formal analysis. Extensive uses of博客來網路書店 numerical examples for illustrative purposes are used throughout to supplement the intuitive and formal presentations.

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.

Rangarajan Sundar博客來書店am, New York University

Sanjiv Das, Santa Clara University

DERIVATIVES SUNDARAM, DAS (99-5)心得 好書推薦 博客來網路書店

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  作者： DAS, SUNDARAM    新功能介紹
• 出版社：新陸書局    新功能介紹
• 出版日期：2010/04/12
• 語言：英文

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