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A First Course in Optimization Theory

By: Rangarajan K. Sundaram

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A First Course in Optimization Theory

By: Rangarajan K. Sundaram

Divided into three separate parts, this book introduces students to optimization theory and its use in economics and allied disciplines. A preliminary chapter and three appendices are designed to keep the book mathematically self-contained.

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382

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Cambridge University Press

Published Date

ISBN 10

0521497701

ISBN 13

9780521497701

Derivatives

Principles and Practice

By: Rangarajan K. Sundaram,Sanjiv Ranjan Das

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Derivatives

Principles and Practice

By: Rangarajan K. Sundaram,Sanjiv Ranjan 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.

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704

Published Date

ISBN 10

0071244808

ISBN 13

9780071244800

Book's by K. Sundaram

A First Course in Optimization Theory

A First Course in Optimization Theory

Derivatives

Derivatives

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