Pricing and Hedging Financial Derivatives: A Guide for Practitioners

Acknowledgements

We would like to thank the following individuals, without whose help we would not have been able to complete this project.

To Jesse McDougall and Patrick Boyle, principals of Palomar Capital Management LLP, we say a very big thank you for their patience in reviewing the entire book in such a timely fashion. Their comments were always helpful and almost all have been incorporated into the finished product. We wish them continued success with their fund, especially since one of us is an investor!

To Francesco Chiminello, we say a very big thank you for his sizeable contribution to Chapters 5 and 7. The three of us met when we worked together at Barclays Capital although we have all subsequently moved on to pastures new. We wish him well in his new role at Bloomberg. His new employer and its clients will benefit greatly from his knowledge of quantitative finance.

To Christopher Culp, Adjunct Professor of Finance at the University of Chicago's Booth School of Business, we say a big thank you for helping to review the book despite his many other commitments. As an expert in the field of derivatives and risk management, Christopher ensured that the liberties that we took with the theory in order to ease explanation were little ones. Irene also wishes to thank him again for making her time at Chicago University such a rewarding experience.

To Neil Schofield, principal of FMT Limited, a financial training company, we also say a big thank you for helping to review our book ...