Derivatives Trading and Option Pricing

Released on: September 8, 2007, 12:00 am

Press Release Author: Bharat Book Bureau

Industry: Financial

Press Release Summary: An important collection of cutting edge technical papers that
brings together both recent and vintage work on quantitative finance.



Press Release Body: Bharat Book Bureau, a leading market information distributor has
tabled a report Derivatives Trading and Option Pricing
http://www.bharatbook.com/detail.asp?id=7215
An important collection of cutting edge technical papers that brings together both
recent and vintage work on quantitative finance.
Summary

With 22 valuable technical papers distilled from the pages of Risk magazine over
recent years, this title collates the latest techniques in options pricing in
credit, equity and interest rates markets - with a special emphasis on how these are
being applied to profitable quantitative trading strategies. Edited and introduced
by Nicholas Dunbar, the technical editor of Risk magazine, this collection truly
represents the cutting edge in derivatives markets. A must for every dealer.
. Benefit from the experience of the most ground-breaking names in quantitative
finance, such as Alexander Lipton, Peter Carr, Leif Andersen, Jesper Andreasen,
Philipp Schoenbucher and many more.
. Three main sections cover:
. Generic option pricing - including modelling and pricing analysis that cuts across
a range of asset classes and provides you with solutions to several important
challenges
. Pricing problems in credit, equities and interest rates - this section presents
papers with a pricing focus in the asset classes of credit, equities and interest
rates
. Market analysis and quantitative trading - focusing on this area of growing
importance
. Includes 22 papers representing the best work by Risk magazine\'s diverse
contributor base - including several significant contributions to the literature on
quantitative finance and much of the latest academic research developments in the
field.
. Additionally covers: basket options, credit derivatives, equity derivatives,
interest rates, new products, programme trading.
. Introduced by Nicholas Dunbar, Risk magazine Technical Editor, who provides an
informative overview and binding the collection together and outlining the
significance of the subject area today.
. An additional postscript by Stephen Blyth of Deutsche Bank provides incisive
commentary on current market developments and makes a strong case for new thinking
in the quant community.
. Fresh and instructive guidance enables you to easily compare risks and risk
management strategies applied to many different asset classes


For more information kindly visit : http://www.bharatbook.com/detail.asp?id=7215

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