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About this product
- DescriptionOctober 19th 1987 was a day of huge change for the global finance industry. On this day the options market crashed, the Nobel Prize winning Black-Scholes formula failed and volatility smiles were born, and on this day Elie Ayache began his career, on the trading floor of the French Futures and Options Exchange.
- Author BiographyElie Ayache was born in Lebanon in 1966. Trained as an engineer at l Ecole Polytechnique of Paris, he pursued a career of option market-maker on the floor of MATIF (1987-1990) and LiFFE (1990-1995). He then turned to the philosophy of probability (DEA at la Sorbonne) and to derivative pricing, and co-founded of ITO 33, a financial software company, in 1999. Today, ITO 33 is the leading specialist in the pricing of convertible bonds, in the equity-to-credit problem, and more generally, in the calibration and recalibration of volatility surfaces. Elie has published many articles in the philosophy of contingent claims, as well as a book, dedicated to the philosophy of writing.
- Author(s)Elie Ayache
- PublisherJohn Wiley and Sons Ltd
- Date of Publication16/05/2009
- GenreFinance & Accounting
- Place of PublicationChichester
- Country of PublicationUnited Kingdom
- ImprintJohn Wiley & Sons Ltd
- Content NoteIllustrations
- Weight1004 g
- Width178 mm
- Height251 mm
- Spine34 mm
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