Quantitative Modeling of Derivative Securities demonstrates how to
take the basic ideas of arbitrage theory and apply them - in a very
concrete way - to the design and analysis of financial products.
Based primarily (but not exclusively) on the analysis of
derivatives, the book emphasizes relative-value and hedging ideas
applied to different financial instruments. Using a "financial
engineering approach," the theory is developed progressively,
focusing on specific aspects of pricing and hedging and with
problems that the technical analyst or trader has to consider in
practice. More than just an introductory text, the reader who has
mastered the contents of this one book will have breached the gap
separating the novice from the technical and research literature.
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