Rondanini

Financial Library

McGraw-Hill

US

Published titles in this catalogue:

Option Volatility and Pricing: Advanced Trading Strategies and Techniques

Updated Edition

Sheldon Natenberg · 2015 · McGraw-Hill

Sheldon Natenberg's 'Option Volatility and Pricing' is an essential resource for practitioners in the fields of FX and derivatives trading. This updated edition provides advanced trading strategies and risk management techniques crucial for navigating the complexities of option markets.

  • FX
  • Derivatives
  • Risk management

Pricing, Hedging and Trading Exotic Options

Israel Nelken · 2000 · McGraw-Hill

This comprehensive guide delves into the intricacies of pricing, hedging, and trading exotic options, focusing on their application in the FX and derivatives markets. It serves as an essential resource for traders and analysts seeking to enhance their understanding of complex financial instruments.

  • FX
  • Derivatives

The Complete Guide to Option Pricing Formulas

2nd Edition

Espen Gaarder Haug · 2007 · McGraw-Hill

The Complete Guide to Option Pricing Formulas provides an extensive examination of option pricing methodologies, featuring a comprehensive collection of formulas essential for traders and analysts. This second edition includes practical tools such as VBA code and Excel spreadsheets to facilitate the application of these formulas in real-world scenarios.

  • Derivatives
  • Quantitative finance
Featured

The Handbook of Fixed Income Securities

Eighth Edition

Frank Fabozzi · 2016 · McGraw-Hill

The Handbook of Fixed Income Securities provides a comprehensive examination of fixed income instruments, interest rate dynamics, and credit risk management. Authored by Frank Fabozzi, this extensive volume serves as a critical resource for finance professionals engaged in fixed income trading, analysis, and portfolio management.

  • Fixed income
  • Interest rates
  • Credit
Classic

Value at Risk

Philippe Jorion · 2006 · McGraw-Hill

Industry-standard VaR reference.

  • Risk management
  • Quantitative finance
Classic

Value at Risk: The New Benchmark for Managing Financial Risk

Philippe Jorion · 2007 · McGraw-Hill

Philippe Jorion's 'Value at Risk' provides a comprehensive framework for understanding and implementing Value at Risk (VaR) as a pivotal tool in financial risk management. The book delves into quantitative methods and their application in various financial contexts, making it essential for professionals in trading and risk management.

  • Risk management
  • Quantitative finance