Risk Management and Financial Derivatives: A Guide to the Mathematics

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Financial market practitioners cover topics such as the fundamental basis of the application of mathematics to financial markets, in particular the essential risk/reward basis of the value; risk measurement and management including both traditional and nontraditional models of risk; and mathematical techniques underlying featured applications. The book includes numerous market examples, calculations, and diagrams to aid understanding of how the techniques are actually used in trading, risk evaluation, and financial management. Annotation c. by Book News, Inc., Portland, Or.
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null pages, Hardcover

First published November 11,1998

About the author

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Satyajit Das is an international specialist in the area of financial derivatives, risk management, and capital markets. He works as a consultant to banks and other financial institutions in Europe, North America, Asia and Australia providing advice on trading, pricing and risk management of derivative transactions.
Das, as he likes to be called, is well known in Australia, Asia, South Africa and Europe as an expert in the field and recognised for his capacity to communicate complex financial subjects and trends in simple and non-technical language.
Das was born in Calcutta, India in 1957 and now lives in Sydney. He holds Bachelors' degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters degree in Business Administration from the Australian Graduate School of Management.


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