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Options, Futures & Exotic Derivates by E.Brys
Options, Futures & Exotic Derivates by E.Brys
Description
The mathematically challenging models of finance theory have had a direct and extensive impact on financial practice during the past two decades. The pricing of derivative securities is the best example of this blending of intrinsic intellectual interest and extrinsic application. The backgrounds of the writers of Options, Futures and Exotic Derivatives, as well as their work, perfectly match this pattern of fusing theory and practice. The breadth and depth of the subject matter demonstrate outstanding taste for what is necessary to understand the subject and what is pertinent and significant to its application in the financial sector. The book not only does a great job of describing the topic, but it also delivers on the subject’s content with rigorous derivations given in a straightforward manner for the serious learner, whether they are academics or practitioners. Good appetite, reader! Long-Term Capital Management, L.P., Harvard Business School Robert C. Merton “This book’s ability to stand alone is one of its strengths. It serves as a reference guide as well as a textbook. Both the fundamentals of the theory and the methods for valuing many of the more complex derivatives are covered. It includes in-depth subject expertise. However, it also demonstrates a profound grasp of financial economics. from Oldrich Alfons Vasicek’s Foreword The writers did a fantastic job of condensing the important aspects of option research into a single volume. Before writing my own book, I wish I had the opportunity to read it. Author of the best-selling book Dynamic Hedging: Managing Vanilla and Exotic Options and seasoned option arbitrager Nassim Taleb “This is a lovely stroll across derivatives country. The book is exhaustive but clear and creative. It tells the tale of the mathematical underpinnings of the spells and charms of choices using equations. Jamil Baz, Lehman Brothers Europe’s Head of Financial Strategies Options, Futures and Exotic Derivatives covers all facets of the world of over-the-counter and customized derivative asset pricing, the most innovative and rapidly developing area of the international financial markets, building steadily from the fundamental mathematical tools to the very latest techniques in exotic options. This book, written by a team of experts of international acclaim, provides in-depth treatment of exotic derivative assets and
* Covers a wide range of novel exotic option forms and option pricing * Gives thorough justifications for various models and numerical techniques
* Provides a thorough grasp of financial economics
Options, Futures and Exotic Derivatives offers a complete introduction to a significant and developing topic in the field of finance for both students and professionals, with questions and review sections scattered throughout.
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