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9783030377397

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“The book contains both rigorously stated theory and practical instructions, up to instructions for programmers, it will be useful for a very wide audience, from students and teachers to experienced professionals in quantitative finance. It is written in clear, simple language and is quite interesting.” (Yuliya S. Mishura, zbMATH 1452.91005, 2021)

The book contains both rigorously stated theory and practical instructions, up to instructions for programmers, it will be useful for a very wide audience, from students and teachers to experienced professionals in quantitative finance. It is written in clear, simple language and is quite interesting. (Yuliya S. Mishura, zbMATH 1452.91005, 2021)

Author Information

Pierre Brugière is currently Associate Professor at University Paris 9 Dauphine. Previously he spent 19 years working in investment banking in London, in international banks, and 4 years in Paris in an arbitrage bank. During his career in finance he has been responsible for quant groups in fixed income, asset management and equity derivatives. In addition, in his role working for corporate equity derivatives businesses, he has been involved in structuring marketing and executing very large and strategic transactions for large companies and institutions, mainly in Europe, but also in Emerging Markets.

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