Derivatives : a practitioner’s guide

Derivatives—a practitioner’s guide attempts to simplify and clarify all aspects of derivatives, including the identifying, evaluating and reporting of risks, with emphasis on its structuring, pricing, hedging, and risk management techniques. Above all it is practical and based on the latest market know-how and methodologies.

The book has been written with lots of blueprint illustrations and case studies so that the reader can also work through them on a step-by-step basis for better understanding and apply these formats for daily usage at work. They simply need to be updated with the latest market movements e.g., swap rates, implied volatilities of traded options, currency exchange rates, government treasury yields, money market rates, commodity prices, etc.