Global Derivatives: Products, Theory And Practice
Author:   Eric Benhamou (Pricing Partners, France)
Publisher:   World Scientific Publishing Co Pte Ltd
ISBN:  

9789812566898


Pages:   412
Publication Date:   02 May 2007
Format:   Hardback
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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Global Derivatives: Products, Theory And Practice


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Overview

This book provides a broad description of the financial derivatives business from a practitioner's point of view, with a particular emphasis on fixed income derivatives, a specific development on fixed income derivatives and a practical approach to the field. With particular emphasis on the concrete usage of mathematical models, numerical methods and the pricing methodology, this book is an essential reading for anyone considering a career in derivatives either as a trader, a quant or a structurer.

Full Product Details

Author:   Eric Benhamou (Pricing Partners, France)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Dimensions:   Width: 16.20cm , Height: 2.80cm , Length: 22.90cm
Weight:   0.735kg
ISBN:  

9789812566898


ISBN 10:   9812566899
Pages:   412
Publication Date:   02 May 2007
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Standard Products and Markets; The Vanilla Products; Introduction to Financial Modeling; The Black-Scholes Model; Fixed Income Basis; European Options; Technical Toolbox; Yield Curve Modeling; Numerical Methods; Inflation; Hybrid Models; Product Catalog and Usage; 3rd Generation Trading System.

Reviews

"This book presents details on products, models and pricing tools that are used in quantitative finance not often mentioned in academic books, attempting to provide a practical approach. It will appeal as an introductory material to both students and practitioners and may be used for financial engineering courses. -- Zentralblatt MATH ""Zentralblatt MATH"""


This book presents details on products, models and pricing tools that are used in quantitative finance not often mentioned in academic books, attempting to provide a practical approach. It will appeal as an introductory material to both students and practitioners and may be used for financial engineering courses. -- Zentralblatt MATH Zentralblatt MATH


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