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Derivative Instruments

Brian Eales and Moorad Choudhry
Additional contact information
Brian Eales: Principal Lecturer, Department of Economics, Finance and Business at London Metropolitan University
Moorad Choudhry: Chief Executive Officer, Habib Bank Zurich PLC and Visiting Professor at the Department of Mathematical Sciences, Brunel University.

in Elsevier Monographs from Elsevier, currently edited by Candice Janco

Abstract: 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. Combines theory with valuation to provide overall coverage of the topic area Covers all the latest developments in derivatives

Date: 2003 Originally published 2003-03-24.
Edition: 1
ISBN: 978-0-7506-5419-7
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