Derivative Instruments: A Guide to Theory and Practice (Quantitative Finance) [Audiobook] [Hardcover]

Brian Eales (Author), Moorad Choudhry (Author)

Book Description

ISBN-10: 0750654198 | ISBN-13: 978-0750654197 | Publication Date: May 9, 2003

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, some which are available on the accompanying CD-ROM.

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
* Provides worked examples and spreadsheet models on CD ROM to help readers understand derivative instruments and their uses
* Covers all the latest developments in derivatives

Editorial Reviews

Review

"The authors cover the subject with exceptional clarity and precision. This is a superlative work and one that will be of immense value to practioners and graduate students alike."

Aaron Nematnejad
Fixed Income Derivative Analytics, Bloomberg L.P.

"A book that the market has been waiting for: the authors cut through the dry theory and present us with a highly readable and practical guide to derivatives. This book is a must for anyone working in the financial markets."

Graham 'Harry' Cross
Fixed Income Trading, Van Der Moolen UK Ltd.

About the Author

Brian Eales is a principal lecturer in the Department of Economics, Finance and Business at London Metropolitan University. He is also a consultant and trainer at FOW, the derivatives training and consulting firm. Brian Eales worked in the securities department of the Commerzbank in Frankfurt. He is a graduate of the London School of Economics. Brian's previous publications include Financial Engineering and Financial Risk Management.

Moorad Choudhry is Head of Business Treasury in Global Banking and Markets (GBM) Treasury at the Royal Bank of Scotland. He is thus responsible for providing RBS with the expertise and capabilities required to manage its balance sheet, funding, and liquidity. He is also Visiting Professor at the Department of Economics, London Metropolitan University, and a Senior Fellow at the Centre for Mathematical Trading and Finance, CASS Business School.

Product Details

• Hardcover: 272 pages
• Publisher: Butterworth-Heinemann (May 9, 2003)
• Language: English
• ISBN-10: 0750654198
• ISBN-13: 978-0750654197
• Product Dimensions: 9.5 x 6.8 x 0.7 inches
• Shipping Weight: 1.4 pounds (View shipping rates and policies)
• Amazon Best Sellers Rank: #3,655,304 in Books (See Top 100 in Books)