* Selected 'classic' options papers from the 1960's to the 1990's, each of which as brought a truly innovative approach to the business of financial engineering * A unique compilation of papers brings together…

This is an unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained "from scratch" using only minimal mathematics. Market practitioners and students alike will…

Unlock the secrets of an ancient charting tool The most ancient form of charting, the Japanese candlestick method has become an extremely popular analytical tool among the new generation of traders. However, …

Performance measurement and attribution are key tools in informing investment decisions and strategies. Performance measurement is the quality control of the investment decision process, enabling money managers…

For MBA or advanced undergraduate courses in Pricing Strategy or Pricing and Product Policy. Practical in focus and lively in style, this text provides a comprehensive, managerially-focused, integrated, step-…

This book presents an integrated framework for risk measurement, capital management and value creation in banks. Moving from the measurement of the risks facing a bank, it defines criteria and rules to support …