Читать книгу The Advanced Fixed Income and Derivatives Management Guide - Saied Simozar - Страница 7

You might think that following some of the seven hundred or so formulas in the book is not a trivial task, let alone deriving them. Kris Kowal, Managing Director and Chief Investment Officer of DuPont Capital Management, Fixed Income Division, offered to review the manuscript and re-derive nearly all the formulas in the book. Kris provided numerous helpful suggestions and comments that were instrumental in reshaping the book into its present form. In many cases, following Kris's recommendations additional steps were added to the derivations to make it easier for the reader to follow. Thanks Kris.