The financial industry's invention of complex products such as credit default swaps and other derivatives has been widely blamed for triggering the global financial crisis of 2008. "Codes of Finance" takes readers behind the scenes of the equity derivatives business at one of th…
"27" Result
Sort By:
Derivatives are everywhere in the modern world and it is important for everyone in banking, investment and finance to have a good understanding of the subject. Derivatives Demystified provides a step-by-step guide to the subject, enabling the reader to have a solid, working unde…
The swaps market is a central market to many businesses, especially among the most liquid of financial contracts. Fully revised and updated from the first edition, "Swaps and Other Derivatives" offers a new insight on the growth of swaps markets worldwide. Additionally, this ref…
The swaps market is a central market to many businesses, especially among the most liquid of financial contracts. Fully revised and updated from the first edition, "Swaps and Other Derivatives" offers a new insight on the growth of swaps markets worldwide. Additionally, this ref…
From the late 1990s, the spectacular growth of a secondary market for credit through derivatives has been matched by the emergence of mathematical modelling analysing the credit risk embedded in these contracts. This book aims to provide a broad and deep overview of this modelli…
This text provides an analysis of all aspects of derivatives and does not require a prior detailed knowledge of financial markets. In each chapter, the reader is first introduced to the market segment or particular product being discussed before having simple maths and market pr…
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often de…
Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk. This invaluable set of lecture notes is meant to be used in conjunction with a standard textbook on derivatives in an advanced undergraduate or MBA…
This book provides the fastest and simplest route to the majority of the results and equations in derivative pricing, and gives the reader the tools necessary to extend these ideas to new situations that they may encounter. It does so by focusing on a single underlying principle…
For courses in options, futures, and derivatives. To be financially literate in today's market, business students must have a solid understanding of derivatives concepts and instruments and the uses of those instruments in corporations. The Third Edition has an accessible mathem…
This work explores all of the new energy and commodity markets being developed. The key factor in all of these markets is that the level of risk is increasing, and to meet and address the challenges posed by these markets, financial engineering and innovation is growing exponent…
This text offers advanced undergraduates, MBA students and executives the theory and the practical tools needed to price and hedge derivatives in the professional marketplace. The author makes the theory and practice of pricing and hedging derivative securities accessible to ma…
"The first port of call for anyone looking to truly understand derivatives markets, appreciate the role they play within the global financial system and develop the technical knowledge to trade." Matthew Thompson, Chief Strategy & Business Development Officer, Dubai Mercantile E…
Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage, has become a major source of valuation uncertainty. This book concentrates on equity derivatives and charts, step by step, how key assumptio…
This book analyzes in depth all major derivatives debacles going back to Citibank's forex losses in its Belgian branch in 1964, to Amaranth's $5.4 billion loss on gas futures in 2006 and Societe Generale's loss of $7.8 billion in early 2008. Contrary to widespread belief, deriva…