Derivatives: Principles and Practice

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It has been the authors' experience that the overwhelming majority of students in MBA derivatives courses go on to careers where a deep conceptual, rather than solely mathematical, understanding of products and models is required. The first edition of "Derivatives" looks to create precisely such a blended approach, one that is formal and rigorous, yet intuitive and accessible. 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 ...

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Derivatives: Principles and Practice 2006, McGraw Hill Higher Education, London

ISBN-13: 9780071244800