Complex Derivatives: Understanding and Managing the Risks of Exotic Options, Complex Swaps, Warrants, and Other Synthetic Derivatives
Author: Erik Banks
List Price: $75.00
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ISBN: 1557385505
Publisher: McGraw-Hill Trade (01 December, 1993)
Sales Rank: 426,515
Average Customer Rating: 4 out of 5
Customer Reviews
Rating: 4 out of 5
Worthwhile adding to your collection
While developments in this industry move very fast, this book remains one of my favourites for covering the basics of structured derivatives. On such a topic, it is very easy to get carried away with complex mathematics and jargon, but this author handles the task very well. Topics such as quantifying risk, measuring swap valuations and understanding complex options are explained in a way most of us will understand.
This book is not for the beginner, but is more aimed at those with an average or above average understanding of derivatives.
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