Book

New Book on Heston Model | Coming Soon

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A new book on the Heston Model, written by Dr. Fabrice Rouah, is available for pre-order on Amazon. It is due to be released on August 26th.

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New Book on Central Clearing by David Murphy (Deus Ex Macchiato) plus Me

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David Murphy formerly Head of Risk at ISDA has written a new book on all the gory details of Central Clearing, due out later this year. Chapter 7 describes the current and future market infrastructure for OTC products, and is written by myself. Full details over at DEM: http://blog.rivast.com/?p=6840 or see below: Coming to good bookshops near you soon: My new book, OTC Derivatives: Bilateral Trading & Central Clearing will be delivered to the publisher this week. These roughly 300 pages of goodness should be out in the summer.

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