Pricing and Hedging Financial Derivatives

A Guide for Practitioners

Business & Finance, Finance & Investing, Finance
Cover of the book Pricing and Hedging Financial Derivatives by Leonardo Marroni, Irene Perdomo, Wiley
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Author: Leonardo Marroni, Irene Perdomo ISBN: 9781119954583
Publisher: Wiley Publication: June 19, 2014
Imprint: Wiley Language: English
Author: Leonardo Marroni, Irene Perdomo
ISBN: 9781119954583
Publisher: Wiley
Publication: June 19, 2014
Imprint: Wiley
Language: English

The only guide focusing entirely on practical approaches to pricing and hedging derivatives

One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging—two critical topics for traders. What matters to practitioners is what happens on the trading floor—information only seasoned practitioners such as authors Marroni and Perdomo can impart.

  • Lays out proven derivatives pricing and hedging strategies and techniques for equities, FX, fixed income and commodities, as well as multi-assets and cross-assets
  • Provides expert guidance on the development of structured products, supplemented with a range of practical examples
  • Packed with real-life examples covering everything from option payout with delta hedging, to Monte Carlo procedures to common structured products payoffs
  • The Companion Website features all of the examples from the book in Excel complete with source code
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

The only guide focusing entirely on practical approaches to pricing and hedging derivatives

One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging—two critical topics for traders. What matters to practitioners is what happens on the trading floor—information only seasoned practitioners such as authors Marroni and Perdomo can impart.

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