Derivatives Options

This powerful volume draws together a range of essential papers, both recent and classic, into one accessible and uniquely comprehensive reference title – to help you manage the risk involved in pricing and trading derivatives and options. Benefit from the experience of the most ground-breaking names in quantitative finance, such as Alexander Lipton, Peter Carr, Leif Andersen, Jesper Andreasen, Philipp Schoenbucher and many more. Three main sections cover: 1) Generic option pricing – including modelling and pricing analysis that cuts across a range of asset classes and provides you with solutions to several important challenges. 2) Pricing problems in credit, equities and interest rates – this section presents papers with a pricing focus in the asset classes of credit, equities and interest rates. 3) Market analysis and quantitative trading – focusing on this area of growing importance. Includes 22 papers representing the best work by Risk magazin (more…)