Derivatives and Options
Our Derivatives and Options section contains a selection of titles covering futures, derivatives pricing, option pricing, game theory and more.
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Edited By Prof. Manolis G. Kavussanos and Dr. Ilias D. Visvikis
Theory and Practice of Shipping Freight Derivatives provides practical coverage of shipping freight rate derivatives, detailed by leading expert practitioners in the field, offering best practices from divergent and different points of view.
This book is an essential purchase for all members of the shipping and financial communities. The book will also be required reading for academics and students of maritime or transportation-related university programs.
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Edited By Arthur M. Berd
Lessons from the Financial Crisis is an essential and comprehensive resource for market participants, researchers, regulators, academics and governments worldwide.
Containing both academic analysis and practical insights from renowned researchers and leading authorities such as John Hull and Stuart Turnbull, all aspects of the crisis which has defined a generation will be rigorously examined.
“This book has an extraordinary range of well organized chapters from highly distinguished financial academics and practitioners. Given the poor historical record of learning “lessons” from financial crises, this book provides an invaluable opportunity to gain multiple important perspectives from people in a position to share substantial wisdom that should not be missed.”
Bennett W. Golub, Chief Risk Officer, BlackRock, Inc.
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By Alex Krutov
The rapid growth of the market for insurance-linked securities has highlighted the need for information on the types of these securities and the issues involved in their structuring, pricing, trading, and managing on a portfolio basis.
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By Todd James
Written in a straightforward, clearly structured manner with extensive use of worked examples, this easy to use book gives you an explanation of both basic and advanced principles for the valuation of interest rate derivatives and their hedging applications.
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Introduced By Nicholas Dunbar
An important collection of cutting edge technical papers that brings together both recent and vintage work on quantitative finance.
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Edited By Hyun Song Shin
Comprising views from the leading industry experts this new volume contains current and highly topical assessments of the latest auditing and accounting standards for the financial derivatives markets - presented through practically focused, results-driven content guaranteed to aid you in everyday practice.
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Edited By Peter Carr
A unique collection of 19 historic papers on quantitative finance - including ground-breaking work by Louis Bachelier, Fischer Black, Robert Merton, Robert Engle and Bruno Dupire. The papers have been specially selected for Risk Books by Peter Carr, professor at the Courant Institute of Mathematical Sciences at NYU and head of quantitative research at Bloomberg.
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Introduced By Peter Field
Uniting the most eminent names within the risk industry, this commemorative title chronicles the major historical developments within the derivatives industry whilst presenting a wealth of new insights, perspectives and case-studies on assorted risk management issues.
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Edited By Steven Grenadier
A core reference on the latest developments in game theory and real option approaches when addressing competition risk.
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Edited By Mark Rubinstein
The authentic voice of a genuine master of his craft in a full introduction to modern derivatives pricing and hedging that is clear, provocative and rich in insight and experience.
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Edited By Lester G. Telser
An illustrated anthology of classic writings encapsulating the ’best of the best’ writings on the futures markets.
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Edited By Lenos Trigeorgis
A key reference title on the newest incarnation of corporate risk management, its applications and its value as an alternative to more ’traditional’ valuation methods.
