If you enjoy reading this book, and want to make a few comments, please send them (including your full name and title) to dennis[dot]yang[at_sign]atmif[dot]com.
This is the first book to squarely address the issue of how to price
derivatives, and more importantly, how to take positions in derivative
securities, when markets are incomplete.
Mixing a trader's intuition with several years of research,
the book casts fresh light on the preference-based approach
to pricing and positioning. This highly original book should be read by
anyone with a serious interest in understanding the economic role of
--- Peter Carr, Head of Quantitative Financial Research, Bloomberg LP