Derivative Products and Pricing by Satyajit Das (9780470821640)

Description - Derivative Products and Pricing 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.

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