Derivative Instruments
Derivative Instruments combines theory with valuation to provide overall coverage of all the latest developments in derivatives. It concentrates on the practicalities of each class of derivative so that readers can apply the techniques in practice. Each product description is supported by detailed spreadsheet models, illustrating the techniques employed. Derivative Instruments 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.
Praise for Derivative Instruments
"The authors cover the subject with exceptional clarity and precision. This is a superlative work and one that will be of immense value to practitioners 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.