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Mastering XVA

CVA, FVA, and Counterparty Risk in Derivatives Pricing

by Lukas Vendt ...

In the post-crisis financial landscape, generating a clean risk-neutral price is only half the battle. Today’s derivatives markets are deeply interconnected with counterparty credit risk, collateral mechanics, and funding constraints. Tailored specifically for derivatives quants, risk modellers, and financial engineers, this book provides a rigorous, unified framework for understanding and ... Read more

$6.99 USD or Free with Kobo Plus

In the post-crisis financial landscape, generating a clean risk-neutral price is only half the battle. Today’s derivatives markets are deeply interconnected with counterparty credit risk, collateral mechanics, and funding constraints. Tailored specifically for derivatives quants, risk modellers, and financial engineers, this book provides a rigorous, unified framework for understanding and
... Read more
Mastering QuantLib

Pricing Derivatives and Building Curves in C++ and Python

by Lukas Vendt ...

Navigating the complexities of modern quantitative finance requires more than just theoretical knowledge; it demands robust software engineering. Designed specifically for derivatives quants, quantitative developers, and financial engineers, this book bridges the critical gap between mathematical finance and production-ready code. Whether you are building high-performance pricing engines in C++ or ... Read more

$6.99 USD or Free with Kobo Plus

Navigating the complexities of modern quantitative finance requires more than just theoretical knowledge; it demands robust software engineering. Designed specifically for derivatives quants, quantitative developers, and financial engineers, this book bridges the critical gap between mathematical finance and production-ready code. Whether you are building high-performance pricing engines in C++ or
... Read more
Dispersion Trading

Index versus Single-Stock Volatility Arbitrage

by Lukas Vendt ...

In the highly competitive landscape of institutional volatility trading, mastering the complex dynamics between index and constituent pricing is what separates elite practitioners from the rest. This comprehensive guide is written specifically for volatility professionals, quantitative analysts, and relative-value traders seeking a rigorous framework for navigating correlation risk. By dissecting ... Read more

$6.99 USD or Free with Kobo Plus

In the highly competitive landscape of institutional volatility trading, mastering the complex dynamics between index and constituent pricing is what separates elite practitioners from the rest. This comprehensive guide is written specifically for volatility professionals, quantitative analysts, and relative-value traders seeking a rigorous framework for navigating correlation risk. By dissecting
... Read more
Options Market Making

Pricing, Greeks Hedging, and Inventory Risk

by Lukas Vendt ...

In the hyper-competitive landscape of modern liquidity provision, theoretical option pricing is only the beginning. Today's listed options ecosystem demands relentless automation, precision risk management, and latency-aware execution. Written specifically for quantitative traders, automated market makers, and institutional options desks, this book provides a rigorous, unified framework for ... Read more

$6.99 USD or Free with Kobo Plus

In the hyper-competitive landscape of modern liquidity provision, theoretical option pricing is only the beginning. Today's listed options ecosystem demands relentless automation, precision risk management, and latency-aware execution. Written specifically for quantitative traders, automated market makers, and institutional options desks, this book provides a rigorous, unified framework for
... Read more
Deep Hedging with Neural Networks

Option Replication and Risk Management Beyond Black-Scholes

by Lukas Vendt ...

For decades, the Black-Scholes framework has served as the bedrock of option pricing, yet real-world markets are rarely so forgiving. Trading frictions, liquidity limits, and stochastic jumps routinely break traditional replication. Designed specifically for quantitative analysts and machine learning practitioners, this book introduces a paradigm shift in derivative risk management. By replacing ... Read more

$6.99 USD or Free with Kobo Plus

For decades, the Black-Scholes framework has served as the bedrock of option pricing, yet real-world markets are rarely so forgiving. Trading frictions, liquidity limits, and stochastic jumps routinely break traditional replication. Designed specifically for quantitative analysts and machine learning practitioners, this book introduces a paradigm shift in derivative risk management. By replacing
... Read more
Modeling the Volatility Surface

Skew, Term Structure, and SVI in Practice

by Lukas Vendt ...

Navigating the complex dynamics of options markets demands robust, production-ready tools to accurately map risk. Designed specifically for derivatives quants, volatility traders, and quantitative developers, this book bridges the gap between mathematical finance and trading floor reality. Whether you are managing exotic portfolios or building automated pricing systems, you will discover how to ... Read more

$6.99 USD or Free with Kobo Plus

Navigating the complex dynamics of options markets demands robust, production-ready tools to accurately map risk. Designed specifically for derivatives quants, volatility traders, and quantitative developers, this book bridges the gap between mathematical finance and trading floor reality. Whether you are managing exotic portfolios or building automated pricing systems, you will discover how to
... Read more
Trading 0DTE Options

Gamma, Theta, and Intraday Risk on Same-Day Expiries

by Lukas Vendt ...

The explosion of zero-days-to-expiration options has fundamentally rewired market microstructure, creating unparalleled opportunities alongside explosive intraday risk. This book is written specifically for options traders, quantitative analysts, and risk managers navigating the extreme velocity of same-day expiries. Moving beyond superficial guides, it offers a rigorous framework for surviving a ... Read more

$6.99 USD or Free with Kobo Plus

The explosion of zero-days-to-expiration options has fundamentally rewired market microstructure, creating unparalleled opportunities alongside explosive intraday risk. This book is written specifically for options traders, quantitative analysts, and risk managers navigating the extreme velocity of same-day expiries. Moving beyond superficial guides, it offers a rigorous framework for surviving a
... Read more

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Mastering XVA

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Dispersion Trading

Options Market Making

Deep Hedging with Neural Networks

Modeling the Volatility Surface

Trading 0DTE Options

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