Investments: Spot and Derivative Markets
Author: Keith Cuthbertson, Dirk Nitzsche
List Price: $71.00
Our Price: Click to see the latest and low price
ISBN: 0471495832
Publisher: John Wiley & Sons (07 June, 2001)
Sales Rank: 616,814
Average Customer Rating: 5 out of 5
Customer Reviews
Rating: 5 out of 5
A hidden jewel of quantitative finance books
This wonderful book and its companion book "Financial Engineering: Derivatives and Risk Management" have been on the markets more than one year, but still didn't draw sufficient attention from the readers in either academic or practical world. FinMath.com didn't add any of them on its bestseller list, and there's no single reader's review on Amazon.com.
I have both books for a while and like them very much. I consider them as the hidden jewels of quantitative finance books. This book definitely beats the "Investments" by Bodie, Kane and Marcus, and its companion book does the same thing to John Hull's "Options, Futures, and Other Derivatives". If you can find any of them in the bookstore you patronize frequently, I bet you will take it/them to home the same day. Both are published by John Wiley, but priced as [inexpensively] as computer books on mass markets. In addition, the supporting Website has related Excel, GAUSS and PowerPoint files for downloading. The PowerPoint slides have professional quality. The only thing I don't like is the GAUSS program code on the books. I can't imagine anybody would take time to learn GAUSS just for those 2 books, and never understand why the authors didn't give VBA or pseudo code for majority's interest.
Both are written as textbooks, but contain lot of useful information on practical consideration, such as "The market maker Buys the Base currency at the Bid rate - which is the 'low'figure(usually the figure which comes first in the quote)". Similar Products
Financial Engineering: Derivatives and Risk Management
Econometric Theory and Methods
Introductory Econometrics for Finance
Risk Management and Capital Adequacy
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