A Concise Introduction to Financial Derivatives seeks to present financial derivatives in a manner that requires minimal mathematical background. Readers will obtain, in a quick and engaging way, a working knowledge of the field and a collection of practical working insights. The book would be ideal for aspiring young practitioners, advanced undergraduates and masters-level students who require a concise and practice-led introduction to financial derivatives.
Features
- Practical insights and modelling skills.
- Accessible to practitioners and students without a significant mathematical background.
1. Markets. 2. Market Players. 3. Rates. 4 Derivatives.5. Option Strategies. 6. Basic Option Bounds. 7. Relations Between Options. 8. Binomial Pricing Model: I. 9. Binomial Pricing Model: II. 10. Option Values: I. 11. Option Values: II. 12. Black-Scholes PDE. 13. Perpetual Options. 14. Application: Corporate Credit. 15. Greeks. 16. Exotic Derivatives. 17. Model Validation Process. 18. Risk.
Biography
Eben Maré holds responsibility for absolute return portfolio management and has been working in the financial markets for the last 33 years. He has also held senior roles in risk management, treasury, derivatives trading, and asset management. He holds a PhD in Applied Mathematics and holds a position as Associate Professor in Mathematics and Applied Mathematics at the University of Pretoria in South Africa. He has wide research interests in financial derivatives, asset management, and financial markets.
