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Derivative Instruments. A Guide to Theory and Practice. Quantitative Finance

  • ID: 1759453
  • Book
  • March 2003
  • Elsevier Science and Technology

The authors concentrate on the practicalities of each class of derivative, so that readers can apply the techniques in practice. Product descriptions are supported by detailed spreadsheet models, illustrating the techniques employed.

This book is ideal reading for derivatives traders, salespersons, financial engineers, risk managers, and other professionals involved to any extent in the application and analysis of OTC derivatives.

Please Note: This is an On Demand product, delivery may take up to 11 working days after payment has been received.

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Introduction to derivatives; Overview of bond instruments; Forewards and futures valuation; FRA's and interest rate futures; Bond futures; Swaps; Credit derivatives and CDOs; Equity futures; Equity swaps; Equity and equity index options; Option pricing; Equity linked structured products
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Brian Eales Principal Lecturer, Department of Economics, Finance and Business at London Metropolitan University.

Brian Eales is a principal lecturer in the Department of Economics, Finance and Business at London Metropolitan University. He is also a consultant and trainer at FOW, the derivatives training and consulting firm. Brian Eales worked in the securities department of the Commerzbank in Frankfurt. He is a graduate of the London School of Economics. Brian's previous publications include Financial Engineering and Financial Risk Management.
Moorad Choudhry Chief Executive Officer, Habib Bank Zurich PLC and Visiting Professor at the Department of Mathematical Sciences, Brunel University..

Moorad Choudhry is Chief Executive Officer, Habib Bank Zurich PLC in London, and Visiting Professor at the Department of Mathematical Sciences, Brunel University. Previously he was Head of Treasury of the Corporate Banking Division, Royal Bank of Scotland. Prior to joining RBS, he was a bond trader and structured finance repo trader at KBC Financial Products, ABN Amro Hoare Govett Limited and Hambros Bank Limited. He has a PhD from Birkbeck, University of London and an MBA from Henley Business School. Moorad lives in Surrey, England.
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