The Handbook of Fixed Income Options: Strategies, Pricing and Applications
Product Description
With contributions from over 20 top options expert, editor Frank Fabozzi has produced the most comprehensive and authoritative book ever on the subject. Specific topics include: Option valuation models; Option-adjusted spread analysis; Option charateristics, contracts, and pricing. Trading, hedging and arbitrage with options; Caps, floors, portable swaps and compound options…. More >>
The Handbook of Fixed Income Options: Strategies, Pricing and Applications
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June 28th, 2010 at 2:20 pm
An executive I respect felt that this book by one of his old professors would give great insight to Foreign Currency Option Stategies. As more of a fundamental analyst than a technician I was mostly lost. I struggled through a master’s and most of a doctorate, but statistics was always a pain. Beware that advanced mathematical underpinnings are crucial to the enjoyment of the book. For the amateur who wants to understand why rocket scientists (for real) are hired from Cal Poly and MIT to run Wall Street trading programs, we;;, just keep this book near your computer when you think your day trading will beat the pros.
Rating: 2 / 5
July 4th, 2010 at 12:13 pm
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