GLOBAL DERIVATIVES: PRODUCTS, THEORY AND PRACTICE

by Eric Benhamou

This book provides a broad description of the financial derivatives business from a practitioner's point of view, with a particular emphasis on fixed income derivatives, a specific development on fixed income derivatives and a practical approach to the field. With particular emphasis on the concrete usage of mathematical models, numerical methods and the pricing methodology, this book is an essential reading for anyone considering a career in derivatives either as a trader, a quant or a structurer.

412 pages, Hardcover

First published April 27, 2007