Chapter 1 Prerequisites

Note that this is only an extract containing a few chapters. You can register for FREE to our platform to get a FULL access to the ebook as well as the exotic pricers.

This material aims at serving the Derivatives community by sharing knowledge and thoughts about different topics in this field. More specifically, it aims at providing students and graduates with semi-practical knowledge through the use of multiple derivatives pricers developed for pedagogical purposes.

This material is made of notes taken from my readings and my personal experience as an Equity Derivatives Structurer. The book contains tons of links towards external resources that I have made available via our infrastructure to enhance your learning experience. They will definitely allow you to deepen your knowledge of market finance. As mentioned in the material, some parts and examples are entirely taken from these reference books and papers.

I added valuable insights that I am sure you could take advantage of by reading this material attentively. But the real added-value clearly comes from the numerous Exotic Options pricers made available freely within our platform. Using our pricers, you can develop a much better intuition about the exotic instruments. The list of products covered by our pricers has been carefully chosen and is already quite large. Depending on the server capacity, I might add some more exotic structures in the future.

I believe mastering this material is necessary to secure an internship or entry-level position in the field. Necessary but not sufficient as you will also have to show interest and knowledge on financial markets… No worries I’ve got you covered with it as well as I will be sharing market commentaries in the newsfeed section of our platform!

Everything will be written the way I speak as I do not intend to publish it anywhere else than on my own website. This is a perpetual work in progress book as improvements and new subjects will come along the way. If you want to contribute, feel free to reach out to me. If you see any mistakes, please do so as well ;).

As I have worked on structured products, they are currently the main focus of this book. Therefore, I will start speaking shortly about the world of structured products.