Complex Derivatives: Understanding and Managing the Risks of Exotic Options, Complex Swaps, Warrants, and Other Synthetic Derivatives

by Erik Banks

This book provides the tools to measure the risks and benefits of this new generation of high-tech products. For financial market professionals who must stay abreast of the latest advances in financial technology, this book is a must read. Specific products examined include: Equity derivatives; Differential swaps; Mortgage swaps; Various option spreads; Warrants.

300 pages, Hardcover

First published December 1, 1993

Reviews

[A · Rating 2 out of 5]

clunky math. not too detailed