Derivatives

Derivatives

ISBN
1855642484
Author
Naru Parekh
Format
Pb
Edition
1st
Published
Mar 1, 1995
Publisher
Euromoney Books
Following the success of the epic The Financial Engineer, this abridged 350-page version contains a detailed yet accessible analysis of the more complex derivative products, practices and controls. These are presented in 15 chapters and organised in a concise and accessible textbook format and serve as an invaluable reference guide for every busy practitioner in the financial markets. Extensive coverage of quantos, pricing rates, quantity adjusting, yield calculations, swap windows and spreadlocks is provided along with an assessment of key control functions.

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