Derivatives Products & Pricing Master Pack (6 PDFs): IR, FX, Equity, Credit, Inflation & Commodities
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Use coupon code DERIVATIVE20 at checkout for 20% off.
About this resource
One download with product-by-product notes on how derivatives are structured, priced and hedged across the six major asset classes. Each product is covered the same way: what it is, how the cash flows work, how it is priced, which risks drive it, Python code you can run, and the interview questions desks ask about it.
What you get (6 PDFs, 627 pages):
- Interest Rate Derivatives (141 pages, 15 products): OIS, IRS, FRAs, SOFR futures, government and zero-coupon bonds, European and Bermudan swaptions, caps/floors/collars, range accruals, inverse floaters, callable and puttable bonds, CMS, CMS spread options and cross-currency swaps.
- FX Derivatives (93 pages, 12 products): spot, forwards, FX swaps, NDFs, Garman–Kohlhagen options, digitals, risk reversals, barriers, Asians, quantos, FX swaptions and FX–equity hybrids.
- Equity Derivatives (122 pages, 15 chapters): vanillas, futures and forwards, equity TRS, American options, the vol surface (ATM, RR, BF), SABR and SVI, variance and volatility swaps, barriers, digitals, baskets, Asians, autocallables, exotic Greeks (vanna, volga, charm) and P&L attribution.
- Credit Derivatives (92 pages, 10 products): CDS, CDX/iTraxx indices, credit swaptions, index tranches, bond/loan TRS, CLNs, first- and n-th-to-default baskets, recovery swaps and credit spread options, plus desk conventions and pitfalls.
- Inflation Derivatives (78 pages, 8 products): zero-coupon and year-on-year inflation swaps, linkers (TIPS, UK linkers), ZC and YoY caps/floors, CPI forwards, inflation range accruals and inflation swaptions, with a model-risk checklist, crisis case studies and an interview bank.
- Commodities for Quants (101 pages, 13 chapters): oil, natural gas, gold, grains and base metals, with cost of carry, convenience yield, spreads, seasonality, stochastic models, portfolio construction and commodity VaR.
Across the pack: 66 formula sheets, 63 production-style Python listings, 30+ charts and diagrams, and interview questions with model answers for every product.
2026 Edition: redesigned in the Desk2Quant format with a linked contents page and bookmarks, every book rebuilt from the source and checked, formula and worked-number errors corrected, and a new chapter on Electricity and Power Markets (spark spreads, price spikes, tolling and renewables capture prices). Existing buyers get the new edition from My Access.
Who it is for: aspiring and working front-office, structuring, risk and model-validation quants, and anyone preparing for derivatives desk interviews.
How to use it: learning, go asset class by asset class (Rates → FX → Equity → Credit → Inflation → Commodities). Building models, use each chapter as a checklist of features and conventions before you code. Interviewing, use the questions at the end of each product.
Coupon: use code DERIVATIVE20 for 20% off.
Disclaimer: this material is for educational purposes only. It does not constitute financial, investment or trading advice.
What you get
- Instant digital delivery by email after purchase
- Written by a practising quantitative risk modeller
- Desk-focused material, not textbook theory
Reviews
5 out of 5 from 2 reviews
Concepts are very well explained in less pages. Easy language. Hope to see books on many other topics
Overall. The quality of projects and the attention to detail.
Delivery & refunds
Access is delivered by email immediately after payment. See our refund policy, terms and privacy policy.
Frequently asked questions
How is Derivatives Products & Pricing Master Pack (6 PDFs): IR, FX, Equity, Credit, Inflation & Commodities delivered?
Access is delivered digitally by email after payment is verified. Keep the purchase email so you can find the delivery link later.
Who is Derivatives Products & Pricing Master Pack (6 PDFs): IR, FX, Equity, Credit, Inflation & Commodities designed for?
It is designed for quantitative-finance candidates and practitioners who want desk-focused explanations, practical diagnostics and interview-ready reasoning.
Where can I review the price and purchase details?
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