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    GLOBAL DERIVATIVES: PRODUCTS, THEORY AND PRACTICE

    edited by Eric Benhamou (Pricing Partners, France)

    Table of Contents (101k)
    Preface (78k)
    Chapter 1: Standard Products and Markets (248k)

    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
     
    Readership: Undergraduates and graduate students studying financial markets, practitioners and more generally anyone interested in derivatives either as a trader, a quant or a structurer.
     
    “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
     
    412pp    Pub. date: Apr 2007  
    ISBN:   978-981-256-689-8
    981-256-689-9
       US$121 / £80

     


     

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    Updated on 13 February 2012