Butterworth-Heinemann, 2003. — 273 p.
This book is a concise practitioner's guide to the main derivative instruments used in financial markets today.
It should be suitable to graduate students undertaking courses in business finance, economics and financial engineering. The focus is on analysis and valuation techniques, presented for the purpose of practical applications. Hence institutional and large market data is largely omitted for reasons of space and clarity as this is abundantly available in literature.