Skip to content

SurlyTrader’s Book!

After a few years of thought, SurlyTrader has released “Understanding Financial Engineering: Become the Next Quant”.  This is a project that has been long in the works with some very slow progress and abandonment at certain times.  I thought it was a good idea to write a practical book for anyone getting into my field that contains useful and applicable material in the real world (and is easier to understand).  I viewed this as the book that I wish that someone gave me when I started my career.  If you know anyone who is interested in getting into quantitative finance, derivatives or what they might call financial engineering – I would like to believe that the book I wrote is a better option than the textbooks currently out there.   It will also explain financial engineering to anyone with an interest in how and why derivatives are used.

I have a spreadsheet with full examples (macros, simulations and calculations)  that will be sent to anyone buying the book.  The kindle version is also available and free for all print owners.  The print book is in color which helps read the graphs and charts, so keep that in mind if you have a black & white kindle.



Buy the Book!

The Contents:


Chapter 1 – What are Derivatives?

Section 1: Financial Calculation Basics

Chapter 2– Time Value of Money

Chapter 3 – The Yield Curve

Section 2: Basic Derivative Instruments

Chapter 4 – Futures and Forwards

Chapter 5 – Swaps

Chapter 6 – Options

Chapter 7 – Credit Default Swaps

Section 3: Exotic Derivative Instruments

Chapter 8 – Binomial Lattices

Chapter 9 – Monte Carlo Simulations

Chapter 10 – Exotics, CDO’s and Rainbows

Section 4: Lessons Learned the Hard Way

Chapter 11 – Derivative Disasters


Posted in Derivatives, Educational.

Copyright © 2009-2013 SurlyTrader DISCLAIMER The commentary on this blog is not meant to be taken as an investment advice. The author is not a registered investment adviser. There is no substitute for your own due diligence. Please be aware that investing is inherently a risky business and if you chose to follow any of the advice on this site, then you are accepting the risks associated with that investment. The Author may have also taken positions in the stocks or investments that are being discussed and the author may change his position at any time without warning.

Yellow Pages for USA and Canada SurlyTrader - Blogged