Trading and pricing financial derivatives : a guide to futures, options, and swaps / Patrick Boyle

Author : Boyle, Patrick
Rating :
Trading and pricing financial derivatives :  a gui...

Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Self-study investors who are interested in deepening their knowledge of derivatives of all kinds will find this book to be an invaluable resource. Authors Patrick Boyle and Jesse McDougall delve into the history of options pricing; simple strategies of options trading; binomial tree valuation; Black-Scholes option valuation; option sensitivities; risk management and interest rate swaps in this immensely informative yet easy to comprehend work. Using their vast working experience in the financial markets at international investment banks and hedge funds since the late 1990s and teaching derivatives and investment courses at the Master's level, Patrick Boyle and Jesse McDougall put forth their knowledge and expertise in clearly explained concepts. Trading and Pricing Financial Derivatives does not presuppose advanced mathematical knowledge and is designed for a general audience, suitable for beginners through to those with intermediate knowledge Additionally, please update the About the Author section to: Patrick Boyle is a co-founder of Palomar Fund, a quantitative hedge fund and a Visiting Professor at King's College London and Queen Mary, University of London. He has been researching and trading quantitative futures strategies since 2001, first while working for Victor Niederhoffer in Connecticut. Patrick has been a Portfolio Manager at RBS, Millennium and Nomura. Patrick began his Finance career working as a Portfolio Manager in Private Wealth Management at Bank of America in Boston. Patrick has a Bachelor's in Management from Trinity College Dublin, and a Master's in Finance from London Business School. Patrick is the author of two finance textbooks. Jesse McDougall is a co-founder of Palomar Fund, a quantitative hedge fund, as well as a part-time Visiting Professor at King's College London and Queen Mary, University of London, where she has been teaching since 2009. She worked in Corporate Finance for BMO Capital Markets both in Canada and in London, working on advisory teams for large-cap Canadian companies in the early 2000s. Jesse began investing at Barclays Capital on the Equity Derivatives Proprietary Trading desk in 2005, researching and trading a variety of alpha strategies including long/short, event-driven and quantitative futures trading. She has a BComm, Concentration in Finance, Minor in Mathematics from McGill University (Great Distinction), and a Master's in Finance from London Business School (Distinction)

Publisher : Boston : De G Press
Publish Year : 2019
Page : xiv, 243 pages
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