Manufacturing and Managing Customer-Driven Derivatives (The Wiley Finance Series)

DONG QU is the global head of the Quantitative Product Group at UniCredit, having previously worked at banks including HSBC, Nikko and Abbey/Santander. The barrier protection feature has since become a market stalwart as an industry- standard risk-reduction tool. He is credited with being instrumental in industrialising barrier reverse convertibles. Duri

. The book will be most useful to quants, those structuring derivative products, derivatives traders, risk managers, derivative business executives, insurers and asset managers, academicians and financial students. Manufacturing and Managing Customer-Driven Derivatives is the authoritative guide to the customer-driven derivatives business, which offers tailor-made investment and hedging solutions to customers and a valuable funding and revenue source for banks, even in the time of crisis.

"Must read for anyone who works in derivatives." according to Amazon Customer. This will stay under my pillow at night.

He also uses his mathematical skills to explore and clearly explain pricing models, whilst never ignoring the practicalities of applying quantitative models to actual risk management requirements." Andrew Law, Global Head of Institutional Sales & Structuring, Bank of Ireland Global Markets. An absolute must for all practitioners and very informative for academicians." Dariusz Gatarek, Professor, Polish Academy of Sciences"This book has been expertly written from a practitioner’s viewpoint. Written by an author with over 20 years of experience in the industry, this book joins practical hedging, risk management and regulation issues with sophisticated yet not overly complicated maths. Dong covers everything from creative ideas, coun