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Financial Engineering: Options, Futures, and Other Derivatives

Black-Scholes and Beyond: Option Pricing Models
Frontiers in Derivatives: State-of-the-Art Models, Valuation, Strategies, & Products
Financial Engineering with Derivatives: Cutting-Edge Innovations & Real-World Applications
The Handbook of Derivative Instruments: Investment Research, Analysis, and Portfolio Applications
The Handbook of Equity Derivatives
The Handbook of Derivatives & Synthetics: Innovations, Technologies, and Stategies in the Global Markets
The Handbook of Exotic Options: Instruments, Analysis, and Applications

Black-Scholes and Beyond: Option Pricing Models

Neil A. Chriss

ISBN 0-7863-1025-1, 480 pp., 1996. If you study option pricing theory, you are familiar with the Black-Scholes formula. But as the effectiveness of traditional pricing methods lessens, new theories and models have begun to take its place. In Black-Scholes and Beyond: Option Pricing Models, renowned mathematician and Wall Street professional Neil Chriss offers a complete and detailed analysis of the still-important Black-Scholes formula, then examines the newest models, theories, and products. including Cox-Ross-Rubinstein and Derman-Kani. In language that is quick, accessible and understandable, without relying too heavily on complex mathematical formulas, Chriss provides details on where option pricing theory has been, where it is today and, most important, what the future holds.

"In Black-Scholes and Beyond, Neil Chriss gives an excellent, comprehensive discussion of basic equity derivatives. Complicated mathematical and financial concepts are explained intuitively and illustrated by examples that are easy to understand. This book will be of great use to theorists and practitioners at all levels."

Lisa Goldberg, Senior Consultant, Research, BARRA Inc.

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Frontiers in Derivatives: State-of-the-Art Models, Valuation, Strategies, & Products

Atsuo Konishi and Ravi Dattatreya, Editors

ISBN 0-7863-1008-1, 450 pp., 1996. It's difficult for most financial professionals to keep abreast of this fast-changing and complex area -- until now. Covering pricing models, valuation methods, and new instruments, Frontiers in Derivatives provides a complete and unbiased view of the latest developments in the derivatives field. This book breaks new ground in a number of topical areas, including valuation of complex options and insurance derivatives. Authoritative and comprehensive, the book features contributions from several leading experts, including Fischer Black, Emanuel Derman, and Philip Wilmott. For financial professionals who use derivatives daily, Frontiers in Derivatives is a must-read volume. Specific topics include:

Mathematical models for exotic options
Valuing derivatives linked to foreign assets
Static options replication
Understanding the option component in variable annuities

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Financial Engineering with Derivatives: Cutting-Edge Innovations & Real-World Applications

Jess Lederman and Robert A. Klein, Editors

ISBN 1-55738-854-7, 300 pp., 1995. As derivatives and synthetics increase in popularity and famiarity, the number of risk management strategies made possible by these financial instruments will also grow. In order to benefit from these new strategies, it is more important than ever to understand the latest derivatives uses and today's most significant, innovative transactions.

Financial Engineering with Derivatives explains this and much more, spotlighting the most interesting new products and strategies, the most creative deals, and the hottest issues that are being discussed in the field. It covers a wide spectrum of financial engineering and derivatives topics, including:

Creative uses of FLEX options
Techniques for increasing returns with structured notes
New applications for currency forwards
Ways to reengineer cash flows through mortgage derivatives
Important lessons learned from recent derivatives-related losses

Covering exotic options, structured notes, derivatives on foreign equities, mortgage-backed securities and commodities, Financial Engineering with Derivatives is a book that will keep you abreast of innovations in today's risk management market. Written by well-known researchers and market participants like William J. Barclay, Charles E. Mackie and Izzy Nelken, this volume will help guarantee that you are not behind the next headline of financial disaster.

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The Handbook of Derivative Instruments: Investment Research, Analysis, and Portfolio Applications

Atsuo Konishi and Ravi E. Dattatreya, Editors

ISBN 1-55738-867-9, 700 pp., 1996. From this book, you will learn from the experts the newest systems and procedures to use derivatives safely. Comprehensive, up-to-date, and global in scope, The Handbook of Derivative Instruments covers derivative products, strategies, and systems design. Highlights include options pricing models, valuing convertible securities, and complex derivatives

"Topics range from models to 'how to use' and many of the authors' work at leading firms. This is a good reference book for practioners."

Ed McCarthy, CFP Today

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The Handbook of Equity DerivativesOUT OF PRINT

Jack Clark Francis, William W. Toy, and J. Gregg Whittaker

ISBN 1-55623-594-1, 700 pp., 1994. In The Handbook of Equity Derivatives you'll find a synthesis of the equity derivatives market and its instruments, from "classic" warrants, options, and futures to the new and innovative PERCS, equity swaps, and equity-link bonds. The editors have assembled dozens of experts to examine the growing variety of financial products -- and the investment strategies for making them work. This comprehensive handbook also includes:

An introduction to equity derivatives to help even novices grasp the essentials
Descriptions of numerous derivative products and their best uses, either issued by corporations, created and traded by exchanges, or invented by investment banks.
Accounting, tax, regulatory considerations, and compliance matters.

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The Handbook of Derivatives & Synthetics: Innovations, Technologies, and Stategies in the Global Markets

Robert A. Klein & Jess Lederman, Editors

ISBN 1-55738-554-8, 900 pp., 1994. This book brings together the top experts in the field to provide a comprehensive overview of the latest developments in this fast-changing and vitally important area. Specific topics include:

Innovations in options, swaps, and futures
Derivatives and pension loan management
Managed futures, market-neutral strategies and using derivatives to profit from volatility
Using derivatives to invest globally
Exotic options

Written by the leading experts from around the globe!

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The Handbook of Exotic Options: Instruments, Analysis, and Applications

Israel Nelken, Editor

ISBN 1-55738-904-7, 384 pp., 1996. Known by such unusual names as collars, barriers, and compounds, exotic options reflect some of the most innovative and creative thinking on Wall Street. The Handbook of Exotic Options is the first book to explain the theoretical foundations, structures, and applications of these exciting new instruments. Edited by one of the foremost experts in the field, this handbook provides an in-depth explanation of the latest uses of exotic options. Includes diskette.

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