Bharat Book Bureau, a leading market information distributor has tabled a report Derivatives Trading and Option Pricing http://www.bharatbook.com/
An important collection of cutting edge technical papers that brings together both recent and vintage work on quantitative finance.
Summary
With 22 valuable technical papers distilled from the pages of Risk magazine over recent years, this title collates the latest techniques in options pricing in credit, equity and interest rates markets - with a special emphasis on how these are being applied to profitable quantitative trading strategies. Edited and introduced by Nicholas Dunbar, the technical editor of Risk magazine, this collection truly represents the cutting edge in derivatives markets. A must for every dealer.
• Benefit from the experience of the most ground-breaking names in quantitative finance, such as Alexander Lipton, Peter Carr, Leif Andersen, Jesper Andreasen, Philipp Schoenbucher and many more.
• Three main sections cover:
• Generic option pricing – including modelling and pricing analysis that cuts across a range of asset classes and provides you with solutions to several important challenges
• Pricing problems in credit, equities and interest rates – this section presents papers with a pricing focus in the asset classes of credit, equities and interest rates
• Market analysis and quantitative trading - focusing on this area of growing importance
• Includes 22 papers representing the best work by Risk magazine's diverse contributor base – including several significant contributions to the literature on quantitative finance and much of the latest academic research developments in the field.
• Additionally covers: basket options, credit derivatives, equity derivatives, interest rates, new products, programme trading.
• Introduced by Nicholas Dunbar, Risk magazine Technical Editor, who provides an informative overview and binding the collection together and outlining the significance of the subject area today.
• An additional postscript by Stephen Blyth of Deutsche Bank provides incisive commentary on current market developments and makes a strong case for new thinking in the quant community.
• Fresh and instructive guidance enables you to easily compare risks and risk management strategies applied to many different asset classes
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