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Financial Calculus
A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
The Understory
Story Easton knows the first line of every book, but never the last. She never cries, but she fakes it beautifully. And at night, she escapes from the failure of her own life by breaking into the homes of others, and feeling, for a short while, like a different, better person. But one night, as an uninvited guest in someone's empty room, she discovers a story sadder than her own: a boy named Cooper Payne, whose dream of visiting the Amazon rainforest and discovering the moonflower from his favourite book, Once Upon a Moonflower, died alongside his father. For reasons even she doesn't entirely understand, Story decides that she will help Cooper and his mother. She will make his dream come true. The Understory is a magical, moving, funny, and poignant story of failure and success; of falling apart and rebuilding; and of coincidences that never really are. Part comedy, part drama, and part fairy tale, Elizabeth Leiknes's second novel is a wonder you won't soon forget.
Notes and Documents of Free Persons of Color
Notes and documents is 294 pages, with Table of contents, Appendix, Bibliography, Endnotes, and Index. The book chronicles are of an African American Family who were designated as Free Persons of Color, in Colonial Virginia. They were Virginia's own Creole Population.
Living with Snakes and Other Reptiles
Explains how to deal with these much-maligned creatures in a smart and risk-free manner.
Credit Correlation
The recent growth of credit derivatives has been explosive. The global credit derivatives market grew in notional value from $1 trillion to $20 trillion from 2000 to 2006. However, understanding the true nature of these instruments still poses both theoretical and practical challenges. For a long time now, the framework of Gaussian copulas parameterized by correlation, and more recently base correlation, has provided an adequate, if unintuitive, description of the market. However, the increased liquidity in credit indices and index tranches, as well as the proliferation of exotic instruments such as forward starting tranches, options on tranches, leveraged super senior tranches, and the like...
Data Runner
In this YA cyberpunk novel for fans of William Gibson, a genius teenager looking to help his father gets caught up in a dangerous web. In the not-too-distant future, in what was once the old City of New York, megacorporations have taken over everything. Now even the internet is owned, and the only way to transmit sensitive information is by a network of highly skilled couriers called “data runners” who run it over the sneakernet. It is a dangerous gig in a dirty world, but Jack Nill doesn’t have much choice in the matter. A brilliant young math whiz and champion of parkour, Jack must become one of these data runners in order to get his father out of a major gambling debt. When a mysterious stranger loads Jack’s chip with a cryptic cargo that everybody wants, he soon becomes the key figure in a conspiracy that could affect the entire North American Alliance. Now it’s all up to Jack. With the help of his best friend, Dexter, and a girl who runs under the name Red Tail, Jack will have to use all his skills to outrun the retrievers and uncover the truth before they catch him and clip him for good. One of BuzzFeed’s Greatest Science Fiction Books of 2020
