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Most Helpful Customer Reviews
2 of 2 people found the following review helpful:
5.0 out of 5 stars
A book to understand complex arbitrage strategies,
By L.C. (Cambridge Capital Partners LLP, MA, USA) - See all my reviews
This review is from: Credit and Market Risk Arbitrage (Paperback)
This book provides comprehensive technical knowledge of arbitrage, hedging, credit risk modeling, arbitrage ,portfolio management, trading, and dynamic investment strategies in credit and market risk financial markets .
I find that it brings together an understanding of complex financial strategies, financial modeling and arbitrage techniques. It will be of interest for senior managers in Investment Banking, Corporate Strategic Planning, Risk Management, Primary and Derivative Securities Valuation amd those in Portfolio Management. Thise with backgrounds in quantitative disciplines such as mathematics, statistics, the physical sciences, engineering, operations research, computer science, finance, or economics will love the way the book brings together hundreds of concepts in neat elegant frameworks. My team used the approach in the book to model a hybrid credit derivative involving country-party default risk on a foreign exchange forward contract with a random future mark-to-market linked to the Euro with excellent results!
3.0 out of 5 stars
developments at CCS,
This review is from: Credit and Market Risk Arbitrage (Paperback)
This is a good development on the initial work done at CCS by author and department of Finance. I liked the newer examples of GM also
Ramesh
5.0 out of 5 stars
Book Review,
By R. Mehta (Toronto, Canada) - See all my reviews
This review is from: Credit and Market Risk Arbitrage (Paperback)
I have enjoyed reading the section on arbitrage and the excellent buildup to the relationship between credit derivative spreads and volatality skew pricing.A very nice read indeed.Unlike many popular books that are just descriptive this one is a serious expose on fundamentals too. I recommend it to others and will encourage those with a serious interest in finance to go through it for it brings together lots and lots of concepts that one may not have time to explore separately
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