| 000 | 03063cam a2200349 a 4500 | ||
|---|---|---|---|
| 999 |
_c46774 _d46774 |
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| 003 | BJBSDDR | ||
| 005 | 20230410115726.0 | ||
| 007 | ta | ||
| 008 | 100114s2011 nyua b 001 0 eng | ||
| 020 | _a9780072949315 (alk. paper) | ||
| 020 | _a0072949317 (alk. paper) | ||
| 035 | _a(OCoLC)ocn500185427 | ||
| 035 | _a16055382 | ||
| 040 |
_aDLC _cBJBSDDR _bspa |
||
| 041 | _aspa | ||
| 050 | 1 | 4 |
_aHG 6024 _bS957d 2011 |
| 082 | 0 | 0 | _a332.6457 |
| 100 | 1 | _aSundaram, Rangarajan K. | |
| 245 | 1 | 0 |
_aDerivatives : _bprinciples and practice / _cRangarajan K. Sundaram, Sanjiv R. Das. |
| 260 |
_aNew York : _bMcGraw-Hill Irwin, _cc2011. |
||
| 300 |
_axxii, 900, [25] p. : _bill. ; _c26 cm. |
||
| 504 | _aIncluye referencias bibliográfica e índice. | ||
| 505 | 0 | _aChapter 1: Introduction Part 1: Futures and Forwards Chapter 2: Futures Markets Chapter 3: Pricing Forwards and Futures I: The Basic Theory Chapter 4: Pricing Forwards and Futures II Chapter 5: Hedging with Futures & Forwards Chapter 6: Interest-Rate Forwards & Futures Part II: Equity Derivatives Chapter 7: Options Markets Chapter 8: Options: Payoffs & Trading Strategies Chapter 9: No-Arbitrage Restrictions on Option Prices Chapter 10: Early Exercise and Put-Call Parity Chapter 11: Option Pricing: An Introduction Chapter 12: Binomial Option Pricing Chapter 13: Implementing the Binomial Model Chapter 14: The Black-Scholes Model Chapter 15: The Mathematics of Black-Scholes Chapter 16: Options Modeling: Beyond Black-Scholes Chapter 17: Sensitivity Analysis: The Option "Greeks" Chapter 18: Exotic Options I: Path-Independent Options Chapter 19: Exotic Options II: Path-Dependent Options Chapter 20: Value-at-Risk Chapter 21: Convertible Bonds Chapter 22: Real Options Part III: Swaps Chapter 23: Interest-Rate Swaps and Floating Rate Products Chapter 24: Equity Swaps Chapter 25: Currency Swaps Part IV: Interest Rate Modeling Chapter 26: The Term Structure of Interest Rates: Concepts Chapter 27: Estimating the Yield Curve Chapter 28: Modeling Term Structure Movements Chapter 29: Factor Models of the Term Structure Chapter 30: The Heath-Jarrow-Morton and Libor Market Models Part V: Credit Derivative Products Chapter 31: Credit Derivative Products Chapter 32: Structural Models of Default Risk Chapter 33: Reduced Form Models of Default Risk Chapter 34: Modeling Correlated Default Part VI: Computation Chapter 35: Derivative Pricing with Finite Differencing Chapter 36: Derivative Pricing with Monte Carol Simulation Chapter 37: Using Octave | |
| 520 | 3 | _aSummary: Covers futures and forwards, options, and swaps of derivatives. This title examines term-structure modeling and the pricing of interest-rate derivatives. It deals with the credit derivatives and the modeling of credit risk. It discusses computational issues. | |
| 650 | 0 | _aDerivative securities. | |
| 650 | 4 |
_aMercado de derivados _912509 |
|
| 650 | 4 |
_aRiesgo crediticio _912510 |
|
| 650 | 4 |
_aDerivados crediticios _912511 |
|
| 700 | 1 |
_aDas, Sanjiv R. _q(Sanjiv Ranjan) _912512 |
|
| 942 |
_2lcc _cBK |
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| 946 | _aFHM | ||