- Hardcover: 832 pages
- Publisher: Palgrave Macmillan (11 Nov 1998)
- Language English
- ISBN-10: 0333713974
- ISBN-13: 978-0333713976
- Product Dimensions: 23.9 x 15.5 x 4.8 cm
- Average Customer Review: 5.0 out of 5 stars See all reviews (1 customer review)
- Amazon Bestsellers Rank: 4,364,643 in Books (See Top 100 in Books)
- See Complete Table of Contents
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More About the Author
Product Description
Product Description
Modern financial management entails an appreciation of a number of key mathematical concepts. This is particularly relevant to risk and risk management products, such as derivatives. The central role played by these products in capital markets is forcing an ever broader range of personnel to be aware of and utilise these concepts either from a supervisory perspective or in their day-to-day activities.
This book explains the mathematical basis of risk and derivatives in a non-technical manner to allow non (maths) specialists to gain an appreciation of the concepts that are utilised. Each chapter is written by a leading market practitioner. The book looks at the basic mathematics underlying risk and risk management products and the applications of these techniques to a number of common settings. This should allow understanding to be gained about concepts actually used.
This book explains the mathematical basis of risk and derivatives in a non-technical manner to allow non (maths) specialists to gain an appreciation of the concepts that are utilised. Each chapter is written by a leading market practitioner. The book looks at the basic mathematics underlying risk and risk management products and the applications of these techniques to a number of common settings. This should allow understanding to be gained about concepts actually used.
About the Author
SATYAJIT DAS is a leading international specialist in the area of financial derivatives and treasury management. He has presented seminars on financial derivatives and treasury management/corporate finance in Europe, North America, Asia and Australia. He acts as a consultant to financial institutions and corporations on derivative instruments, risk management and treasury/financial management issues.
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Customer Reviews
Most Helpful Customer Reviews
Format:Hardcover
Takes you step by step through the mathematical & financial content of derivatives and risk management. The content is well presented and very relevant to the theory you read in other books. A must guide for your journey through the derivatives maze!!
Most Helpful Customer Reviews on Amazon.com (beta)
Amazon.com:
3 reviews
23 of 24 people found the following review helpful
Excellent reference for financial derivatives
27 Mar 2000
Format:Hardcover
I have read this book for the class of modeling financial derivatives and I was very impressed by the presentation of the theories of financial derivatives and risk management. The book covers derivative pricing in a very detailed form. THe best thing about this book is the presentation of the problems(mathematical) throughout the book, either through graphs, spreadsheet models, etc. It is not pure theory book, but it also contains many applications which encompas real finanical world. Such presentation enables the reader to easier comprehend the contents of the subject. Overall, the book is very very good for a beginner in finacial derivatives fiels, but it is also a great contribution to one more experienced in the field. Greatest emphasis was put on interest rate models, option models, volatility and risk management techniques.
6 of 6 people found the following review helpful
A (almost) complete reference
5 Nov 2001
Format:Hardcover
I bought the book as a practical reference in risk management/ applied financial engineering. I think the book accomplishes this goal.
It describes concepts and techniques in a clear, logical way and, most important, gives clearly outlined numerical examples, which help to implement the models. If all material would be written that way one didn't have to buy several introductory books and save a lot of money. This is especially true for professionals who want to implement things in a reasonable time without loosing time with (generally) confusing and incomplete derivations that have to be figured out afterwards through a painful process.
I must say though, that the work lacks to present some important concepts and techniques in interest rate risk management. As in many cases, fixed income applications were almost omitted. A treatment of PCA applications (hedging, simulation) would be very welcome and a more complete description with examples of interest rate models with implementations would complete this work.
An excellent reference
18 Oct 2007
Format:Hardcover
Satyajit has written an extensive account of derivatives their building blocks, the risk they entail and the utilization of financial models to explain their use. The easy to follow tables and numeric examples are helpful for any early entrant into the domain of derivatives. Good as a textbook and to refer.
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