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actuaryck
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Posts: 16
Joined: September 30th, 2004, 8:29 am

Book on Deal Processing / Deal Flow for Derivatives

March 12th, 2015, 7:19 am

Can anyone recommend books on deal processing / flow for various derivative products (e.g. forward, swap, option, etc.)?I want to understand what positions will generate after capturing a deal into the treasury system and how different booking methods would lead to different positions being generated.Thank you!
 
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QuantOption
Posts: 269
Joined: February 8th, 2003, 9:00 pm

Book on Deal Processing / Deal Flow for Derivatives

March 14th, 2015, 8:58 am

probably not exactly what you're after, but could still provide some useful info:The Trade Lifecycle: Behind the Scenes of the Trading Process
 
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actuaryck
Topic Author
Posts: 16
Joined: September 30th, 2004, 8:29 am

Book on Deal Processing / Deal Flow for Derivatives

March 14th, 2015, 2:27 pm

QuoteOriginally posted by: QuantOptionprobably not exactly what you're after, but could still provide some useful info:The Trade Lifecycle: Behind the Scenes of the Trading ProcessThanks for your suggestion but this book covers extremely trivial stuff and is not exactly what I want as you have stated
 
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rmax
Posts: 6080
Joined: December 8th, 2005, 9:31 am

Book on Deal Processing / Deal Flow for Derivatives

March 20th, 2015, 10:50 am

Can you expand. When you say position what do you mean? Do you want to see the risk? The impact on P&L?
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