03063cam a2200349 a 4500 46774 46774 BJBSDDR 20230410115726.0 ta 100114s2011 nyua b 001 0 eng 9780072949315 (alk. paper) 0072949317 (alk. paper) (OCoLC)ocn500185427 16055382 DLC BJBSDDR spa spa HG 6024 S957d 2011 332.6457 Sundaram, Rangarajan K. Derivatives : principles and practice / Rangarajan K. Sundaram, Sanjiv R. Das. New York : McGraw-Hill Irwin, c2011. xxii, 900, [25] p. : ill. ; 26 cm. Incluye referencias bibliográfica e índice. Chapter 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 Summary: 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. Derivative securities. Mercado de derivados 12509 Riesgo crediticio 12510 Derivados crediticios 12511 Das, Sanjiv R. (Sanjiv Ranjan) 12512 lcc BK FHM 0 0 lcc 0 0 CS BJB BJB CS 2023-04-10 1 0 HG 6024 S957d 2011 00000097444 2018-10-24 00:00:00 1 2018-10-24 bk