Reviews for Modern Banking and OTC Derivatives Markets: The Transformation of Global Finance and Its Implications for Systemic Risk

The average rating for Modern Banking and OTC Derivatives Markets: The Transformation of Global Finance and Its Implications for Systemic Risk based on 2 reviews is 3 stars.

Review # 1 was written on 2009-04-22 00:00:00 Doug Fisk More of a reference book to have. Covers pretty much all products from equities to energy, ags, softs, bonds etc. comprehensive testing results are shown in the book explaining back testing results for different entry and exit methods and PNL scores against each. I found this the most valuable part. It's handy if you want to check the seasonality of certain spreads also. It's a technical read.

Review # 2 was written on 2011-07-25 00:00:00 Randal Roome Nothing new or interesting in this book, very disappointed.