Verfügbarkeit: Derivatives | Technische Universität München

Derivatives: principles and practice

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Bibliographische Detailangaben
Beteiligte Personen:	Sundaram, Rangarajan K. (VerfasserIn), Das, Sanjiv R. (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	New York, NY McGraw-Hill Irwin 2011
Schriftenreihe:	The McGraw-Hill/Irwin series in finance, insurance, and real estate : Financial management
Schlagwörter:	Derivative securities Derivat > Wertpapier
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020484187&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Beschreibung:	Includes index.
Umfang:	Getr. Zählung graph. Darst.
ISBN:	9780072949315 0072949317

Internformat

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Datensatz im Suchindex

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adam_text	Brief Contents Author Biographies xv Preface xvi Acknowledgments xxi 1 Introduction 1 PART ONE Futures and Forwards 17 2 3 Futures Markets 19 Pricing Forwards and Futures I: The Basic Theory 60 4 Pricing Forwards and Futures II: Building on the Foundations 85 5 Hedging with Futures and Forwards 101 6 Interest-Rate Forwards and Futures 122 PART TWO Options 153 7 Options Markets 155 8 Options: Payoffs and Trading Strategies 171 9 No-Arbitrage Restrictions on Option Prices 196 10 Early Exercise and Put-Call Parity 213 11 Option Pricing: An Introduction 228 12 Binomial Option Pricing 259 13 Implementing the Binomial Model 289 14 The Black-Scholes Model 308 15 The Mathematics of Black-Scholes 344 16 Options Modeling: Beyond Black-Scholes 357 17 Sensitivity Analysis: The Option Greeks 404 18 Exotic Options I: Path-Independent Options 440 19 Exotic Options II: Path-Dependent Options 470 20 Value-at-Risk 498 21 Convertible Bonds 519 22 Real Options 548 PART THREE Swaps 569 23 Interest Rate Swaps and Floating-Rate Products 571 24 Equity Swaps 613 25 Currency and Commodity Swaps 631 PART FOUR Interest Rate Modeling 647 26 The Term Structure of Interest Rates: Concepts 649 27 Estimating the Yield Curve 667 28 Modeling Term-Structure Movements 684 29 Factor Models of the Term Structure 700 30 The Heath-Jarrow-Morton and Libor Market Models 731 PART FIVE Credit Risk 769 31 Credit Derivative Products 771 32 Structural Models of Default Risk 802 33 Reduced-Form Models of Default Risk 829 34 Modeling Correlated Default 863 vi Brief Contents vii Bibliography В-1 Index 1-І The following Web chapters are available at www.mhhe.com/sdle: PART SIX Computation 901 35 Derivative Pricing with Finite Differencing 903 36 Derivative Pricing with Monte Carlo Simulation 923 37 Using Octave 945
any_adam_object	1
author	Sundaram, Rangarajan K. Das, Sanjiv R.
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dewey-sort	3332.64 257
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language	English
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spellingShingle	Sundaram, Rangarajan K. Das, Sanjiv R. Derivatives principles and practice Derivative securities Derivat Wertpapier (DE-588)4381572-8 gnd
subject_GND	(DE-588)4381572-8
title	Derivatives principles and practice
title_auth	Derivatives principles and practice
title_exact_search	Derivatives principles and practice
title_full	Derivatives principles and practice Rangarajan K. Sundaram ; Sanjiv R. Das
title_fullStr	Derivatives principles and practice Rangarajan K. Sundaram ; Sanjiv R. Das
title_full_unstemmed	Derivatives principles and practice Rangarajan K. Sundaram ; Sanjiv R. Das
title_short	Derivatives
title_sort	derivatives principles and practice
title_sub	principles and practice
topic	Derivative securities Derivat Wertpapier (DE-588)4381572-8 gnd
topic_facet	Derivative securities Derivat Wertpapier
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020484187&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
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Inhaltsverzeichnis