January 2011
Intermediate to advanced
298 pages
8h 17m
English
Acknowledgements
I would like to thank everyone at Standard Bank, particularly Peter Glancey and Marcelo Labre, for their patience during the execution of this work. This is an industry book and it would not have happened without the help and encouragement of everyone I’ve worked with, most recently at Standard Bank and in previous years at JP Morgan, BNP Paribas, Lehman Brothers, Dresdner Kleinwort and Commerzbank. As such, special thanks are due to David Kitson, Jérôme Lebuchoux, Marek Musiela, Nicolas Jackson, Robert Campbell, Dominic O’Kane, Ronan Dowling, Tim Sharp, Ian Robertson, Alex Langnau and John Juer.
A special debt of gratitude to Messaoud Chibane, outstanding quant and very good friend, who has encouraged me every step of the way over the years.
For parts of Chapter 11, I am indebted to the excellent work on longdated modelling of my former team members at Dresdner Kleinwort: Andrey Gal, Chia Tan, Olivier Taghi and Lars Schouw.
I must also thank Pete Baker, Aimee Dibbens, Karen Weller and Lori Boulton at Wiley Finance for their help and patience with me during the completion and production of this work, as well as all the rest of the Wiley team who have done such an excellent job to bring this book to publication. While I take sole responsibility for any errors that remain in this work, I am very grateful to Pat Bateson and Rachael Wilkie for their thoroughness in checking the manuscript. Thanks are due to my literary agent Isabel White for seeing the potential for ...
