Futures, forwards, options, swaps, and exotics across asset classes.
23 published titles · Same filter in catalogue
Robert L. McDonald · 2013 · Pearson
This comprehensive text provides an in-depth exploration of derivative securities, covering essential concepts and practical applications. It serves as a valuable resource for professionals seeking to enhance their understanding of derivatives markets and their associated risks.
managing vanilla and exotic options
Nassim Nicholas Taleb · 1997 · John Wiley & Sons
Dynamic Hedging offers a comprehensive approach to managing both vanilla and exotic options, emphasising the importance of risk assessment in derivatives trading. The book provides practical insights and strategies for traders and analysts in navigating complex financial instruments.
an introduction to derivative pricing
Martin Baxter · 1996 · Cambridge University Press
Financial Calculus offers a rigorous introduction to the mathematical foundations of derivative pricing, essential for analysts, traders, and students navigating the complexities of financial derivatives.
a practitioner's guide
Iain J. Clark · 2011 · John Wiley & Sons
This comprehensive guide delves into the intricacies of pricing foreign exchange options, providing practitioners with essential tools and methodologies. It covers theoretical foundations and practical applications, making it a valuable resource for analysts and traders in the FX market.
Principles and Approaches
Iain J. Clark · 2010 · John Wiley & Sons
This book provides advanced insights into FX options pricing and models, equipping practitioners with the necessary tools to navigate the complexities of foreign exchange derivatives. It covers various pricing principles and approaches essential for effective risk management in FX markets.
Umberto Cherubini · 2010 · John Wiley & Sons
This book provides a comprehensive overview of Fourier transform methods and their applications in finance, particularly in pricing derivatives and fixed income instruments. It combines theoretical insights with practical implementations, making it a valuable resource for finance professionals and researchers.
John C. Hull · 2017 · Pearson
This comprehensive text provides an in-depth exploration of futures and options markets, covering fundamental concepts, pricing models, and practical applications. It is designed for finance professionals and students seeking to enhance their understanding of derivatives trading and risk management.
Uwe Wystup · 2017 · John Wiley & Sons
This comprehensive guide explores FX options and structured products, providing insights into their pricing, risk management, and application in financial markets. Authored by Uwe Wystup, the book serves as a valuable resource for practitioners looking to deepen their understanding of these complex instruments.
With Smile, Inflation and Credit (Springer Finance)
Damiano Brigo · Fabio Mercurio · Springer
This comprehensive volume delves into interest rate models, integrating theoretical foundations with practical applications. It covers advanced topics including smile dynamics, inflation impacts, and credit considerations, making it essential for finance professionals engaged in interest rate derivatives and risk management.
in the light of a critical-historical analysis of the problems and of a synthesis of the results
Alexander Lipton · 2001 · World Scientific
This comprehensive work presents an advanced mathematical framework for pricing FX derivatives, focusing on stochastic models, partial differential equations (PDEs), and exotic option valuation. It is essential for practitioners seeking to deepen their understanding of financial engineering in foreign exchange markets.
5th Edition
Lawrence G. McMillan · 2012 · Prentice Hall
This comprehensive reference provides strategies for trading equity and index options, including detailed coverage of spreads, straddles, and advanced position management techniques, making it essential for practitioners in the derivatives market.
John C. Hull · 2018 · Pearson
This comprehensive text by John C. Hull covers a wide range of derivative instruments, including options and futures, with a focus on their pricing and risk management. It is essential for professionals seeking to deepen their understanding of derivatives in financial markets.
3rd Edition
David F. DeRosa · 2011 · John Wiley & Sons
Comprehensive treatment of FX options markets covering vanilla and exotic structures, pricing models, and hedging strategies.
pricing and volatility strategies and techniques
Euan Sinclair · 2010 · John Wiley & Sons
This book provides a comprehensive overview of option trading strategies, focusing on pricing and volatility techniques. It is designed for practitioners looking to enhance their understanding of options and their mathematical underpinnings in the context of financial markets.
Advanced Trading Strategies and Techniques, 2nd Edition
Sheldon Natenberg · 2014 · McGraw-Hill
This comprehensive guide delves into the intricacies of option volatility and pricing, offering advanced trading strategies and techniques. It equips traders and analysts with the necessary tools to navigate the complexities of derivatives markets effectively.
Paul Wilmott · 2007 · John Wiley & Sons
This comprehensive introduction to quantitative finance by Paul Wilmott covers essential mathematical models and their applications in finance, including options and derivatives. It serves as a critical resource for professionals seeking to deepen their understanding of quantitative methods in financial markets.
Paul Wilmott · 2006 · John Wiley & Sons
Paul Wilmott on Quantitative Finance provides a comprehensive overview of the mathematical models and techniques used in finance, particularly in derivatives pricing and risk management. This extensive work is essential for practitioners looking to deepen their understanding of quantitative methods in financial markets.
Israel Nelken · 2000 · McGraw-Hill
Technical reference for pricing, hedging, and trading exotic option types including barriers, digitals, and compound structures.
2nd Edition
Satyajit Das · 2001 · John Wiley & Sons
Comprehensive coverage of structured product categories including principal-protected notes, yield enhancement structures, and hybrid securities.
Espen Gaarder Haug · 2007 · McGraw-Hill
This comprehensive guide provides a detailed exploration of option pricing formulas, essential for analysts and traders in the derivatives market. It covers mathematical models and software applications that aid in pricing options effectively, making it a valuable resource for finance professionals.
A Practitioner's Guide (Wiley Finance)
Jim Gatheral · 2006 · John Wiley & Sons
The Volatility Surface provides an in-depth exploration of the mathematical models and practical applications of volatility in derivatives trading. Authored by Jim Gatheral, this guide is essential for practitioners seeking to understand the complexities of pricing and managing options in financial markets.
2nd Edition
Riccardo Rebonato · 2004 · John Wiley & Sons
This book provides an advanced treatment of volatility modeling, smile dynamics, and correlation structures essential for derivatives pricing and hedging. It is a critical resource for finance professionals seeking to deepen their understanding of these complex topics.
Counterparty Credit Risk, Funding, Collateral, and Capital
Jon Gregory · 2015 · John Wiley & Sons
The XVA Challenge addresses the complexities of counterparty credit risk, funding, collateral management, and capital requirements in derivatives trading. Authored by Jon Gregory, this comprehensive guide provides practitioners with the necessary frameworks and quantitative methods to navigate these critical aspects of modern finance.