Finance and Derivatives : Theory and Practice
Editorial Reviews
Book Description
Finance and Derivatives teaches all of the fundamentals of quantitative finance clearly and concisely without going into unnecessary technicalities. You'll pick up the most important theoretical concepts, tools and vocabulary without getting bogged down in arcane derivations or enigmatic theoretical considerations.
--Paul Wilmott
Finance and Derivatives: Theory and Practice is a collection of exercises accompanied by the relevant financial theory, covering key topics that include: present value, arbitrage pricing, portfolio theory, derivates pricing, delta-hedging and the BlackScholes model.
As well as being ideally placed to complement undergraduate and postgraduate studies, Finance and Derivatives: Theory and Practice is also highly valuable as a self-study guide for practitioners.
Key Features:
* No prior finance background is required, as the book starts with basic notions and gradually increases in difficulty through each chapter, ending with more advanced concepts.
* Students can make progress at their own pace as each chapter includes course notes, exercises and solutions.
* The authors have an excellent knowledge of both the academic environment and the finance industry, making the book well balanced between theory and practice.
* Supplementary material for readers and lecturers is provided on an accompanying website.
About the Author
Sbastien Bossu graduated from HEC Paris and then went on to obtain his Masters in Financial Mathematics at the University of Chicago. He joined JPMorgans Equity Derivatives Group in 2003 and was recently appointed Vice-President at Dresdner Kleinwort Wasserstein.
Philippe Henrotte is an affiliate professor of finance at HEC Paris and a partner at Ito33, a financial software company providing cutting edge models to the quantitative finance community. He received his Ph.D. in Finance from Stanford University in 1993.
Finance and Derivatives : Theory and Practice,Sebastien Bossu,Philippe Henrotte,Paul Wilmott,John Wiley & Sons,0470014334,Business & Economics,Business / Economics / Finance,Business/Economics,Finance,Investments & Securities - General,Accounting,Business & Economics / Finance
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