Book:Equity Derivatives – Theory and Applications

I finally got around to read a copy of Equity Derivatives: Theory and Applications. Curiously I know one of the authors from many years ago. Net out, the book wasn’t really what I was looking for, biasing a little to much on the maths in the first 100 pages or so, and then being a little to vague. Anyway, worth a read, but essentially I was looking for a book with a bit more “trade data”.

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~ by mdavey on May 5, 2011.

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