Derivatives (The Mcgraw-hill/Irwin Series in Finance, Insureance and Real Estate)
ISBN-13:
9780078034732
ISBN-10:
0078034736
Edition:
2
Author:
Rangarajan Sundaram, Sanjiv Das
Publication date:
2015
Publisher:
McGraw Hill
Format:
Hardcover
960 pages
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Book details
ISBN-13:
9780078034732
ISBN-10:
0078034736
Edition:
2
Author:
Rangarajan Sundaram, Sanjiv Das
Publication date:
2015
Publisher:
McGraw Hill
Format:
Hardcover
960 pages
Summary
Derivatives (The Mcgraw-hill/Irwin Series in Finance, Insureance and Real Estate) (ISBN-13: 9780078034732 and ISBN-10: 0078034736), written by authors
Rangarajan Sundaram, Sanjiv Das, was published by McGraw Hill in 2015.
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Description
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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