This book intends to provide readers with a lucid understanding of the complex and intertwined set of forces behind the various commodity markets and the interplay between these markets and the global economy. The book is based on a rich set of facts combined with in depth analy…
"Trading VIX Derivatives will be a comprehensive book covering all aspects of the Chicago Board Options Exchange stock market volatility index. The book will explain the mechanics and strategies associated with trading VIX options, futures, exchange trading notes and options on …
"The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other asset classes. Student…
"This book provides an accessible yet detailed overview of derivative securities, including forwards, futures, options, swaps, and emphasis on related products and trading strategies. It emphasizes coherency, practitioner relevance, conceptual explanations, quantitative detail, …
"A detailed, expert-driven guide to today's major financial point of interest The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital is a practical guide from one of the leading and most influential credit practitioners, Jon Gregory. Focusing on practical …
An up-to-date look at the evolution of interest rate swaps and derivatives. Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main "rates" products, including s…