Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who are interested in deepening their knowle

Portfolio insurance has become a craze among institutional investors: over the past ten years, the value of assets managed under this strategy has grown from ze

Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money m

This book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it provides a balanced account

This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry.