書名：DERIVATIVES SUNDARAM, DAS (99/5)，語言：英文，ISBN：9780071244800，出版社：新陸書局，作者：DAS, SUNDARAM，出版日期：2010/04/12，類別：商業理財
DERIVATIVES SUNDARAM, DAS (99/5)-[好書推薦]博客來、金石堂
內容簡介
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 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 Sundaram, New York University
Sanjiv Das, Santa Clara University
詳細網址：DERIVATIVES SUNDARAM, DAS (99/5)-[好書推薦]博客來、金石堂
詳細資料
- ISBN：9780071244800
- 叢書系列：Financial Management
- 規格：平裝 / 普通級 / 單色印刷 / 初版
- 出版地：台灣
詳細網址：DERIVATIVES SUNDARAM, DAS (99/5)-[好書推薦]博客來、金石堂
詳細網址：DERIVATIVES SUNDARAM, DAS (99/5)-[好書推薦]博客來、金石堂
資料來源：博客來，圖片來源：博客來
DERIVATIVES SUNDARAM, DAS (99/5)
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