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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.

412pp Pub. date: May 2007
ISBN 978-981-256-689-8
981-256-689-9
US$79 / £45
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Copyright © 2008 World Scientific Publishing Co. All rights reserved.
Updated on 4 July 2008