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 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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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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By Jorge A. Chan-Lau
Focusing on financial institutions in isolation during the 2007–2009 financial crisis resulted in a serious underestimation of the wider systemic risk in play. Systemic Risk Assessment and Oversight addresses this analytical gap by outlining a bottom-up portfolio approach to systemic risk, allowing you to fully understand, analyse and prepare for this pervading risk.
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Edited By Massimo Morini and Marco Bianchetti
Typically literature on the subject of interest rate modelling is based on the assumption of risk-free interest rate markets. Clearly this assumption no longer holds water. As a consequence of the crisis, market participants have been alerted to risk factors which had previously been neglected. This knowledge has led to important changes in the patterns of market data and to new approaches in interest rate modelling.
As interest rate markets continue to innovate and expand in this new landscape, it is becoming increasingly important to remain up-to-date with the latest practical and theoretical developments. In Interest Rate Modelling after the Financial Crisis, Massimo Morini and Marco Bianchetti address and explicate these changes, gathering the latest ideas on post-crisis market modelling and applying new methods to market data and market practice.
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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.
