DERIVATIVES ALGORITHMS: VOLUME 1: BONES

“Aristotle once said ‘Those who know, do. Those who understand, teach.’ The quantitative finance community is very lucky that Tom Hyer, who both knows and understands, has written this short book. It covers a lot of ground and shows the why and the how of industrial-scale derivatives pricing and risk management. This book is a must for practitioners, and useful for academics as well.”

“The name may not be widely known, but Tom Hyer is among the elite of industry quants and is highly regarded by his peers. Finally, the secretive Black Prince of analytics has unveiled some of his tricks in a book that must not be missed by anyone, from a newbie trying to land a first job to a seasoned veteran who thinks he knows it all.”