# Derivatives

1 Books November 10, 2016 ![Cover of Derivatives](/sites/default/files/styles/246w/public/assets/images/RaghuDerivBody.jpg?itok=pY3JbHdE) By Rangarajan Sundaram and Sanjiv Das >

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-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](https://www.amazon.com/Derivatives-Rangarajan-Sundaram/dp/0072949317).

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*Rangarajan K. Sundaram is the Vice Dean of MBA Programs and the Edward I. Altman Professor of Credit & Debt Markets and Professor of Finance.*
## More by Rangarajan Sundaram

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- [The Rating Reforms Needed to Tackle Private Credit’s Vulnerabilities.](https://www.stern.nyu.edu/experience-stern/faculty-research/opinion/rating-reforms-needed-tackle-private-credits-vulnerabilities)
- [What is a Merger Worth?](https://www.stern.nyu.edu/experience-stern/faculty-research/research-highlights/what-merger-worth)
- [Oil Shocks Are No Longer So Shocking.](https://www.stern.nyu.edu/experience-stern/faculty-research/opinion/oil-shocks-are-no-longer-so-shocking)
- [Policy by Committee](https://www.stern.nyu.edu/experience-stern/faculty-research/research-highlights/policy-committee)