:: Collaborations ::

:: Bonds, Futures and Options ::

Options, Futures and Exotic Derivatives

Eric Briys, Mondher Bellalah, Huu Minh Mai, Francois de Varenne.

This book has a good balance between the theory and the more practical aspects of derivatives. Readers with a quantitative background and some financial knowledge would find this book useful. The mathematical level is what you may expect a student finishing off their degree in a mathematical subject to be familiar with. It is self-contained, that can be used both as a text book and as a reference book.

The authors have carefully selected what are the essentials in the option pricing theory and how they are applied daily in major financial banks. The clarity and the range of the subject make this book a very good addition to the bookshelves of academics and practitioners in the field. The book is not recommend to people new to the subject, with little or no knowledge of finance. These people should either buy other more introductory books on the subject or acquire familiarity with basics finance first.

Reviewed by Raffaello Vardavas. Click here to buy this book at Amazon.co.uk.

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