Risk Management and Financial Derivatives: A Guide to the Mathematics

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Satyajit Das
McGraw Hill, 1998 - Business & Economics - 799 pages
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"Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk management and financial derivatives." "Risk Management and Financial Derivatives provides clear, concise explanations of the mathematics behind today's complex financial risk management topics. An ideal introduction for those new to the subject, it will also serve as an indispensable reference for those already experienced in the field."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved

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Contents

Riskreward RelationshipsFoundations of Derivatives
3
Interest Rates Bond Pricing Duration and Convexity
19
Interest Rate and Yield Curve Modelling
47
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About the author (1998)

Satyajit Das is a leading international authority in the area of financial derivatives and treasury management. He was the treasurer for the TNT Group on Australia for six years. Prior to this he worked in the Commonwealth Bank of Australia, Citicorp Investment Bank and Merrill Lynch Capital Markets. He is the author of Swap Financing and has published widely on financial derivatives, corporate finance, treasury and risk management. He has presented seminars on financial derivatives and treasury management/corporate finance all over the world.

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