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Publication of Global Derivatives - Products - Theory and Practice - May 07

 

Pricing Partners Derivatives-Pricing-Analytics-Independent-Valuation
   
  

Publication of Global Derivatives - Products - Theory and Practice

Paris - May 2007 - Pricing Partners announces the publication of Global Derivatives, Products, Theory and Practice. This financial derivatives book is edited by Eric Benhamou - CEO of the company - and is co-authored by René Anger, Marian Ciuca and other members of the Pricing Partners team as well as renowned experts in the field such as Etienne Koehler and Olivier Croissant.  
The Book is Available on Amazon at the bellow link:
 
This book provides a broad description of the financial derivatives business from a practitioner's point of view, with a particular emphasis on fixed income derivatives, a specific development on fixed income derivatives and a practical approach to the field. With particular emphasis on the concrete usage of mathematical models, numerical methods and the pricing methodology, this book is an essential reading for anyone considering a career in derivatives either as a trader, a quant or a structurer.      
Contents:
  • Standard Products and Markets
  • The Vanilla Products
  • Introduction to Financial Modeling
  • The Black-Scholes Model
  • Fixed Income Basis
  • Smile Modeling
  • Yield Curve Modeling
  • Inflation
  • Hybrid Models
  • Product Catalog and Usage
  • Third Generation Trading System and Its Undermining Copernican Revolution 

 

 

About Pricing Partners

Founded by professionals of the trading floor industry, Pricing Partners provides software solutions and consulting services for derivatives independent valuation. Pricing Partners proposes Price-it®, an independent analytic library solution to price complex financial products on different markets (IR, Equity, Credit, Inflation, Hybrids, Commodities and FX). 

The Pricing Partners solution enables users to comply with accounting standards evolution as well as regulation evolutions in a capital market industry related to independent valuation issues of OTC products. Price-it® principally targets asset-managers, financial departments of large banks, dealing rooms and audit firms. The company is based in Paris.