||7 of 7 people found the following review helpful.| The spirit of exotics|By S. Gaal|I have been working as vaildation quant (model review) for several years.
My very first assignment happened to be a validation of a PRDC. I got the product proposal from the FO together with some c++ code. Getting throgh the algebra ( Ito calculus, the description of Markov Functional and XCCY BGM for comparison, calibration ) went w|From the Inside Flap|“This book does a great job of explaining complex concepts associated with sophisticated derivatives and structured products in a clear and easy to understand way. In addition, it provides the reader with the necessary foundation t
In recent times, derivatives have been inaccurately labelled the financial weapons of mass destruction responsible for the worst financial crisis in recent history. Inherently complex and perilous for the ill-informed investment professional they can however also be gainfully harnessed.
This book is a practical guide to the complexities of exotic products written in simple terms based on the premise that derivatives are not homogenous, and not necessarily dangerous.<...
[PDF.aa67] Demystifying Exotic Products: Interest Rates, Equities and Foreign Exchange (The Wiley Finance Series) Rating: 3.98 (493 Votes)
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You can specify the type of files you want, for your gadget.Demystifying Exotic Products: Interest Rates, Equities and Foreign Exchange (The Wiley Finance Series) | Chia Tan. I was recommended this book by a dear friend of mine.
