Financial Hacking: Evaluate Risks, Price Derivatives, Structure Trades, And Build Your Intuition Quickly And Easily
(By Philip Maymin)
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| Author | Philip Maymin |
"Financial Hacking" is not about long, detailed mathematical proofs or brief summaries of conventional financial theories; it is about engineering specific, useable answers to imprecise but important questions. It is an essential book both for students and for practitioners of financial engineering.
MBAs in finance learn case-method and standard finance mainly by talking. Mathematical finance students learn the elegance and beauty of formulas mainly by manipulating symbols. But financial engineers need to learn how to build useful tools, and the best way to do that is to actually build them in a test environment, with only hypothetical profits or losses at stake. That's what this book does. It is like a trading desk sandbox that prepares graduate students or others looking to move closer to trading operations.
Foreword
Foreword (309 KB)
Sample Chapter(s)
Chapter 6: Puzzles and Bugs (269 KB)
Chapter 9: The Best Trade in the World? (93 KB)
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"Vanilla "RiskArbitrageTrading Puzzles"Vanilla "Black-ScholesSimulationPuzzles and Bugs"Exotic "Single-Asset Exotic OptionsMulti-Asset Exotic Options"Exotic "The Best Trade in the World?Variance SwapsEsoteric Worlds and Derivatives
Graduate and research students, finance practitioners and anyone passionate about the field of financial engineering.
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