GLOBAL DERIVATIVES: PRODUCTS, THEORY AND PRACTICE
edited by Eric Benhamou (Pricing Partners, France)
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.
Contents:
- Standard Products and Markets
- The Vanilla Products
- Introduction to
Financial Modeling
- The Black-Scholes Model
- Fixed Income Basis
- Smile Modeling
- Yield Curve Modeling
- Inflation
- Hybrid Models
- Product Catalog and Usage
- Third Generation Trading System and Its Undermining Copernican Revolution
View Full Text (3,019 KB)
Readership: Undergraduates and graduate students studying financial markets,
practitioners and more generally anyone interested in derivatives either as atrader, a quant or a structurer.
