— November 10, 2016
By Rangarajan Sundaram and Sanjiv Das
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.
To learn more, visit Amazon.
Rangarajan K. Sundaram is the Vice Dean of MBA Programs and the Edward I. Altman Professor of Credit & Debt Markets and Professor of Finance.