new book "Applied Quantitative Finance for Equity Derivatives"

jherek · Post by **jherek** » Fri Dec 22, 2017 2:50 pm

Hi,

This is a small ad for my new book "Applied Quantitative Finance for Equity Derivatives", which you can find on amazon.

I think it is relevant to other people looking at nuclearphynance, since the book presents the most significant equity derivatives models used these days. It is not a book around esoteric or cutting-edge models, but rather a book on relatively simple and standard models, viewed from the angle of a practitioner.

[img]/User%20Files/12237/gimpcover_jh_small320.png[/img]

Please visit my website jherekhealy.github.io for the table of contents.

pj · Post by pj » Fri Dec 22, 2017 3:42 pm

Hi jherek,

Your book definitely looks interesting.

Do you have a sample chapter to peruse?

jherek · Post by **jherek** » Sat Dec 23, 2017 10:26 pm

Amazon look inside feature allows you to read the first chapter and the appendices, unfortunately those are not the most interesting.

https://www.amazon.com/Applied-Quantitative-Finance-Equity-Derivatives/dp/1977557872/ref=sr_1_1?ie=UTF8&qid=1514064192&sr=8-1&keywords=jherek+healy

dgn2 · Post by **dgn2** » Sun Dec 24, 2017 5:29 am

Any plans to make this available via Kindle?

pj · Post by pj » Sun Dec 24, 2017 2:51 pm

Thank you!

jherek · Post by **jherek** » Fri Dec 29, 2017 2:49 pm

@dgn2 I did not find a good way to present equations on Kindle, hence no Kindle edition.

EGH · Post by **EGH** » Thu Jan 04, 2018 11:08 pm

yes there is no good Kindle solution for books with plenty of equations, also the other platforms are lacking when it comes to documents with equations. It is surprising that no one has come up with good electronic book format here (except pdf file) ?? or is there such a platform? Must be a good business model to invent here for someone.

The book looks very interesting: 5.8.5: The particle method

granchio · Post by **granchio** » Wed Jan 10, 2018 6:47 pm

indeed the content list looks good, v much in line with what we do, so we bought a couple of copies.

Have not had time to peruse yet, but looking fwd to do in the future

jherek · Post by **jherek** » Thu Jan 03, 2019 4:44 pm

For 2019, I have published a new edition of my book, in hardback on Lulu or in paperback on Amazon.

This second edition adds new arbitrage-free implied volatility interpolations, and covers various warrants, such as CBBCs. The text has also been slightly updated.

[img]/User%20Files/12237/6x9_Cream_520_640.png[/img]

radikal · Post by **radikal** » Sat Feb 16, 2019 4:32 pm

Bought a copy! Got a long flight to Singapore next week so hopefully can get a good start on that ^^