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Derivative Products and Pricing: The Das Swaps and Financial Derivatives Library

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Derivative Products and Pricing: The Das Swaps and Financial Derivatives Library - Das, Satyajit
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Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.

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Derivative Products and Pricing: The Das Swaps and Financial Derivatives Library 2005, John Wiley & Sons Ltd, Chichester

ISBN-13: 9780470821640

3rd Edition Revised

Hardcover