Additional Information
Book Details
Abstract
The authors concentrate on the practicalities of each class of derivative, so that readers can apply the techniques in practice. Product descriptions are supported by detailed spreadsheet models, illustrating the techniques employed.
This book is ideal reading for derivatives traders, salespersons, financial engineers, risk managers, and other professionals involved to any extent in the application and analysis of OTC derivatives.
- Combines theory with valuation to provide overall coverage of the topic area
- Covers all the latest developments in derivatives
"The authors cover the subject with exceptional clarity and precision. This is a superlative work and one that will be of immense value to practioners and graduate students alike."
Aaron Nematnejad
Fixed Income Derivative Analytics, Bloomberg L.P.
"A book that the market has been waiting for: the authors cut through the dry theory and present us with a highly readable and practical guide to derivatives. This book is a must for anyone working in the financial markets."
Graham 'Harry' Cross
Fixed Income Trading, Van Der Moolen UK Ltd.