An Introduction to Equity Derivatives

Sébastien Bossu has combined his practical experience in derivatives markets with his pedagogic skills to write a clear and comprehensive introduction to modern equity options valuation that is valuable and accessible. I highly recommend it. -Emanuel Derman, Professor at Columbia University and Head of Risk, Prisma Capital Partners An Introduction to Equity Derivatives - Theory and Practice 2nd Edition teaches all the fundamentals of quantitative finance clearly and concisely without going into unnecessary technicalities. You'll pick up the most important theoretical concepts, tools and vocabulary without getting bogged down in arcane derivations or enigmatic theoretical considerations. - Paul Wilmott, Founder, CQF An Introduction to Equity Derivatives is a practical, clear and comprehensive presentation of complex securities by two respected experts. An excellent explanation of the basics is combined with an introduction to complex derivatives including quanto options, exotic derivatives, and next generations of the Black-Scholes model. Each chapter ends with problems and solutions to facilitate an in-depth understanding of the topics. As we learned during the financial crisis, understanding derivatives is essential for financial mathematicians, risk managers and investors. - Kay Torshen, CEO and Founder, Torshen Capital Management LLC An excellent text written by two experts in the field. Practitioners and students should find it valuable as a self-contained book on the topic of equity derivatives pricing. - Francois Brochet, Assistant Professor, Harvard Business School