Series: Quantitative Finance

Quantitative Finance Books are based on the work of financial market practitioners and academics. They present cutting-edge research to the professional/practitioner market, combine intellectual rigor and practical application, cover the interaction between mathematical theory and financial practice, improve portfolio performance, risk management and trading book performance, and cover quantitative techniques. The Series Editor is Steve Satchell.

Most recent volume


Volume . ElsevierDirect Companionwebsite Derivative Instruments

Editors: Brian Eales Moorad Choudhry
The authors concentrate on the practicalities of each class of derivative, so that readers can apply the techniques in practice. Product descriptions are supported by detailed spreadsheet models, illustrating the techniques employed, some which are available on the accompanying CD-ROM. This book is ideal reading for derivatives traders, salespersons, financial engineers, risk managers, and other professionals involved to any extent in the application and analysis of OTC derivatives.

Additional volumes


Computational Finance Using C and C#

Published: 1st June 2016

Quantitative Investment Risk Analysis

Published: 13th May 2014 Editors: Ed Fishwick Stephen Satchell

Optimizing Optimization

Published: 8th October 2009 Editors: Stephen Satchell

The Analytics of Risk Model Validation

Published: 17th October 2007 Editors: George Christodoulakis Stephen Satchell

Corporate Governance and Regulatory Impact on Mergers and Acquisitions

Published: 13th June 2007 Editors: Greg Gregoriou Luc Renneboog

International Mergers and Acquisitions Activity Since 1990

Published: 11th May 2007 Editors: Greg Gregoriou Luc Renneboog

Computational Finance

Editors: George Levy

Computational Finance

Editors: George Levy

Forecasting Volatility in the Financial Markets

Published: 19th February 2007 Editors: Stephen Satchell John Knight

Forecasting Volatility in the Financial Markets

Editors: Stephen Satchell John Knight

Venture Capital in Europe

Published: 19th October 2006 Editors: Greg Gregoriou Maher Kooli Roman Kraeussl

Funds of Hedge Funds

Published: 18th July 2006 Editors: Greg Gregoriou

Initial Public Offerings (IPO)

Published: 2nd December 2005 Editors: Greg Gregoriou

Linear Factor Models in Finance

Published: 1st December 2004 Editors: John Knight

Advances in Portfolio Construction and Implementation

Published: 25th June 2003 Editors: Alan Scowcroft

Derivative Instruments

Published: 24th March 2003 Editors: Brian Eales Moorad Choudhry

Real R & D Options

Published: 5th December 2002 Editors: Dean Paxson

Performance Measurement in Finance

Published: 10th July 2002 Editors: John Knight

Advanced Trading Rules

Published: 23rd May 2002 Editors: Emmanual Acar Stephen Satchell

Economics for Financial Markets

Published: 23rd November 2001 Editors: Brian Kettell

Managing Downside Risk in Financial Markets

Published: 20th September 2001 Editors: Frank Sortino Stephen Satchell

Return Distributions in Finance

Published: 8th December 2000 Editors: Stephen Satchell John Knight

Forecasting Volatility in the Financial Markets

Published: 30th November 1998 Editors: Stephen Satchell John Knight