Exotic Options Trading by Frans de Weert

eye51 · Post by **eye51** » Tue Dec 16, 2008 3:41 pm

Hi,

Does anybody has an opinion about this book?

Or has some tips about other usefull books ? I am looking for a book about equity related exotics. specifically about risks / hedging of products. Does not have to have too much detail. but more like an explanation why certain products need to be modelled for example with stochatic IR or vols.

I have read "Structured Equity Derivatives" by Harry Kat, but found it not too helpful.

doobs · Post by **doobs** » Tue Dec 16, 2008 4:50 pm

The book is an OK overview of the basic concepts, but I don't really recall seeing anything in terms why one should use Stoch IR or Vols. I would also be interested in a useful book on this topic.

jsl1 · Post by **jsl1** » Wed Dec 17, 2008 10:46 am

you can try equity derivatives and hybrids, written by the Deutsche Bank quant team (overhaus et al.). It discusses the issues you've mentionned.

Rgds

eye51 · Post by **eye51** » Thu Dec 18, 2008 4:51 pm

Hi Jsl1,

Thanks. I will look at that one.

regards