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by nyxjf1983
October 8th, 2010, 4:22 pm
Forum: Book And Research Paper Forum
Topic: Help: Equity derivative pricing.
Replies: 4
Views: 26679

Help: Equity derivative pricing.

Thanks- any other books? Has anyone worked as equity derivative pricer?
by nyxjf1983
October 8th, 2010, 9:56 am
Forum: Book And Research Paper Forum
Topic: Help: Equity derivative pricing.
Replies: 4
Views: 26679

Help: Equity derivative pricing.

<t>I just read the reviews on amazon and the first impression that I get is that the book is written for option traders not for pricers (based on reviews of hedging methodology). Although I do think that many of of their functions are similar, I am interested purely in derivative pricing. Please cor...
by nyxjf1983
October 8th, 2010, 9:14 am
Forum: Book And Research Paper Forum
Topic: Help: Equity derivative pricing.
Replies: 4
Views: 26679

Help: Equity derivative pricing.

<t>I previously worked with a fund that heavily used options on equity/futures (commodities, currencies & equities). In the fund, one of my responsibilities was to monitor the greeks on the options- so I am familiar with options and their greeks & vol surface. However, I don't have actual pr...