"Manufacturing and Managing Customer-Driven Derivatives Manufacturing and Managing Customer-Driven Derivatives sheds light on customer-driven derivative products and their manufacturing process, which can prove a complicated topic for even experienced financial practitioners. This authoritative...

Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language. This unique guide offers detailed explanations of all...

Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these...

Intro -- Title Page -- Copyright -- Table of Contents -- Preface -- Acknowledgments -- About the Author -- Part One: Introduction to Forwards, Futures, and Options -- Chapter 1: Forwards and Futures -- Introduction -- 1.1 Forward contract characteristics -- 1.2 Long forward payoff -- 1.3 Long...