Derivative Products and Pricing: The Das Swaps and Financial Derivatives Library [With CDROM]

By Satyajit Das

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.

• Format: Hardcover
• Language: English
• ISBN: 0470821647
• ISBN13: 9780470821640
• Release Date: October 2005
• Publisher: Wiley
• Length: 1200 Pages
• Weight: 2.65 lbs.
• Dimensions: 1.9" x 6.3" x 9.1"