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Options, Futures and Exotic Derivatives |
| Eric Briys; Huu Minh Mai (MONEP); Mondher Bellalah ( Banque Nationale de Paris, France); François de Varenne |
| "Over the past two decades, the mathematically complex models of finance theory have had a direct and wide-ranging influence on finance practice. Nowhere is this conjoining of intrinsic intellectual interest with extrinsic application better exemplified than in derivative-security pricing. The backgrounds of the authors of Options, Futures and Exotic Derivatives fit perfectly this pattern of combining theory and practice and so does their book. The range and depth of subject matter show excellent taste for what is essential to know the field and what is relevant and important to its application in the financial world. In addition to its fine subject-defining, the book delivers on subject-content, with rigorous derivations presented in a clear, direct voice for the serious student, whether academic or practitioner. To the reader: Bon Appetit!" Robert C. Merton, Harvard Business School Long-Term Capital Management, L.P. "One of the merits of this book is that it is self-containedÂ
It is both a textbook and a reference book. It covers the basics of the theory, as well as the techniques for valuation of many of the more exotic derivatives. It contains a detailed knowledge of the field. What is more, however, it is written with a deep understanding of the economics of finance." From the Foreword by Oldrich Alfons Vasicek
"The authors have done an admirable job at distilling what is relevant in option research in one single volume. I wish IÂd had the chance to read it before writing my own book." Nassim Taleb, veteran option arbitrageur and bestselling author of Dynamic Hedging: Managing Vanilla and Exotic Options "This is a delightful promenade in derivatives land. The book is encyclopaedic yet crisp and inspired. It is the story  told in equations  of the charms and spells of options and their underlying mathematics." Jamil Baz, Head of Financial Strategies, Lehman Brothers Europe
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| Paperback |
472 Pages, 7 x 10 in.
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Item #:
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0471969087
$95.00 |
John Wiley & Sons, Inc. | |
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