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Book on Deal Processing / Deal Flow for Derivatives
Posted: March 12th, 2015, 7:19 am
by actuaryck
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!
Book on Deal Processing / Deal Flow for Derivatives
Posted: March 14th, 2015, 8:58 am
by QuantOption
probably not exactly what you're after, but could still provide some useful info:The Trade Lifecycle: Behind the Scenes of the Trading Process
Book on Deal Processing / Deal Flow for Derivatives
Posted: March 14th, 2015, 2:27 pm
by actuaryck
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
Book on Deal Processing / Deal Flow for Derivatives
Posted: March 20th, 2015, 10:50 am
by rmax
Can you expand. When you say position what do you mean? Do you want to see the risk? The impact on P&L?