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Derivatives:Principles and Practice (2ED)

Derivatives:Principles and Practice (2ED)

作者 : Rangarajan K. Sundaram/ Sanjiv R. Das

出版社 : 美商麥格羅希爾國際股份有限公司台灣分公司

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定價 : NT 1,180

售價9折, NT1,062

內容簡介


●Full-length case studies: Several full-length case studies are integrated throughout the text including some of the most (in)famous derivatives disasters in history. These include Amaranth, Barings, LTCM, Metallgesellschaft, Procter & Gamble, and others. These are supplemented by other case studies available on this book's website, including Ashanti, Sumitomo, the Son-of-Boss tax shelters, and AIG.
●Extensive use of numerical examples for illustrative purposes: To enable comparability, the numerical examples are often built around a common parameterization. For example, in the chapter on option greeks, a baseline set of parameter values is chosen, and the behavior of each greek is illustrated using departures from these baselines.
●End-of-chapter problems: The book offers a large number of end-of-chapter problems. These problems are of three types:
(1)Some are conceptual, mostly aimed at ensuring that the basic definitions have been understood, but occasionally involving algebraic manipulations.
(2)The second group comprises numerical exercises; problems that can be solved with a calculator or a spreadsheet.
(3)The last group contains the programming questions; questions that challenge the students to write code to implement specific models. We were fortunate to have many Silicon Valley engineers as students, from whom we received valuable feedback on these questions.
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作者介紹

■作者簡介

Rangarajan K. Sundaram
現職:New York University

Sanjiv R. Das
現職:Santa Clara University

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