- Hardcover: 412 pages
- Publisher: WSPC (7 July 2007)
- Language English
- ISBN-10: 9812566899
- ISBN-13: 978-9812566898
- Product Dimensions: 22.9 x 16.2 x 2.8 cm
- Amazon Bestsellers Rank: 1,057,895 in Books (See Top 100 in Books)
- See Complete Table of Contents
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Product Description
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This book presents details on products, models and pricing tools that are used in quantitative finance not often mentioned in academic books, attempting to provide a practical approach. It will appeal as an introductory material to both students and practitioners and may be used for financial engineering courses.
--Zentralblatt MATH
--Zentralblatt MATH
Product Description
This book provides a broad description of the fixed income derivatives business from a practitioner's point of view, including a wide coverage of as well as a practical approach to the field. With an overview of fixed income derivatives products and with particular emphasis on the concrete usage of mathematical models, this book is an essential reading for anyone considering a career in derivatives either as a trader, a quant or a structurer.
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1.0 out of 5 stars (1 customer review)
1.0 out of 5 stars
Untidy and difficult to read, 4 Oct 2011
By barefoot - Published on Amazon.com
This review is from: GLOBAL DERIVATIVES: PRODUCTS, THEORY AND PRACTICE (Hardcover)
"Global Derivatives (Products, Theory and Practice)" is written by a flurry of contributing authors, though uncharacteristically which author contributed what is not stated.
It styles itself as "a graduate textbook for financial engineering course". However the document makes no real attempt at a pedagogical presentation, prefering the looser format of facts thrown in a bundle laced with copious advertising for the editor's retail software library.
It seems the authors attempt to sum up all you need to know to build a retail grade derivatives pricing software, in just 384 pages. Unfortunately, the great breadth of topics at hand means the knowledge gained is only skin-deep and has little lasting power.
Arguably such impression could come from any attempt to treat between two covers such diverse topics as "Third generation trading system and its undermining Copernican revolution" (sic), "Pricing impact on various inflation linked derivatives", and "Singular perturbation and the WKB expansion".
In this case the result is dismal, notably because poor proofreading allowed through some odd grammatical constructs, and because several topics are repeated in many places.
To give an indication of the overall quality of this work, the "Girsanov theorem" is stated incorrectly. Though the book professes "What is interesting in finance over the last 30 years is the spectacular development of mathematical tools applied to the derivatives industry", the "Malliavin calculus" is explained in a total of 7 lines of text while the biographies of various historical figures combined with tedium about "functionality of the trading room" make up tens of pages.
If your aim is to learn or understand something - in a way that will stand up to scrutiny - you can still use this book for its bibliography.
As a student, this book will let you learn just enough keywords to gain the upper hand in a discussion with someone outside the field. If this is your goal, bear in mind that, as awareness of derivatives progresses painfully through mainstream society, it is likely that financiers using tools they do not understand will increasingly be directed to other lines of activity.
Also, it's not cheap.
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