Satyajit Das, все книги автора

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The Das Swaps & Financial Derivatives Library – Third Edition Revised is the successor to Swaps & Financial Derivatives, which was first published in 1989 (as Swap Financing). A second edition was published in 1994 (as Swaps & Financial Derivatives – Second Edition (in most of the world) and Swaps...

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Structured Products Volume 1 consists of 4 Parts and 20 Chapters covering applications of derivatives, the creation of synthetic assets using derivativesA  (such as asset swaps, structured notes and repackaged assets), exotic options, non-generic derivative structures used in interest rates and...

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Structured Products Volume 2 consists of 5 Parts and 21 Chapters covering equity derivatives (including equity swaps/options, convertible securities and equity linked notes) , commodity derivatives (including energy, metal and agricultural derivatives), credit derivatives (including credit linked...

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The Third Edition of Credit Derivatives is a complete reference work offering comprehensive information on credit derivative products, applications, pricing/valuation approaches, documentation issues and accounting/taxation aspects of such transactions.Previous editions have consisted of a number...

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"Credit Derivatives and Credit Linked Notes" is a complete reference work on credit derivatives and offers comprehensive information on credit derivative products, applications, pricing / valuation approaches, documentation issues and accounting/ taxation aspects of such transactions. The...

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Volume 1 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 futures contracts) and over-the-counter products(forwards, options and swaps)], the pricing and valuation of derivative...