FINANCIAL HACKING
How to Quickly Solve Financial Engineering Puzzles
and Price Any Exotic Derivatives
A new textbook on financial engineering by Phil Maymin
to be published by World Scientific Publishing
This book teaches financial engineering the way it ought to be taught: as tools and a way of thinking to solve problems. Projects and simulations are not just exercises in this book, but its heart and soul. You as the reader, whether a student or a practitioner, will not only learn how to do state-of-the-art simulations and build exotic derivatives valuation models, but you will also learn how to make reasonable inferences based on incomplete information.
This book will give you the expertise to make significant progress in understanding brand new derivatives given only a preliminary term sheet, thus making you extraordinarily valuable to banks, brokerage houses, trading floors, and hedge funds.
Expected released date: 2011.