Derivatives Products & Pricing Master Pack (6 PDFs): IR, FX, Equity, Credit, Inflation & Commodities
₹1999 · rated 5/5 · 115 purchases
About this resource
This ZIP is a multi-asset derivatives notes bundle designed to give you a single, organized library of product coverage and pricing intuition across the major global markets. Instead of hunting for scattered materials, you get one download that groups derivatives products and pricing frameworks by asset class, so you can study systematically (or use it as a quick reference while building models, preparing for interviews, or refreshing desk concepts).
What’s included in the ZIP (6 PDFs) IR Derivatives Products and Pricing (Interest Rates) FX Derivatives Products & Pricing (Foreign Exchange) Equity Derivatives Products and Pricing (Equities / Equity Vol) Credit Derivatives Products and Pricing (Credit / CDS markets) Inflation Derivatives Products and Pricing (Inflation-linked instruments) Commodities for Quants Notes (Commodities) What this bundle is for A structured, asset-class-by-asset-class learning path for derivatives products and valuation ideas A consolidated reference when you’re revising market conventions, payoff structures, and pricing building blocks Interview and onboarding preparation for quant, structuring, trading, risk, and analytics roles A quick “mental model refresher” across rates, FX, equity, credit, inflation, and commodities What you can expect to learn/reinforce (high level) Across the pack, the focus is on understanding the instruments and the logic behind pricing, rather than memorizing formulas in isolation.
The material is oriented around practical market objects—curves, forwards, discounting, volatility, and credit/inflation dynamics—so you can connect product features to valuation and risk. Typical themes covered across the asset classes include: Product taxonomy: common vanilla and structured derivatives used in each market Payoffs and cashflow logic: what you receive/pay, when, and under what conditions Pricing foundations: discounting, forward measures, no-arbitrage intuition, and replication/hedging ideas Market conventions: quoting conventions, day count, settlement styles, and other details that drive real valuations Volatility and smiles: why implied volatility varies, how it impacts pricing, and how different markets “think” about vol Risk sensitivities: how key risk drivers map to PV and hedging (rates/FX/equity delta-vega-gamma logic, credit spread risk, inflation risk, etc.) How to use this ZIP If you’re learning: go asset class by asset class (Rates → FX → Equity → Credit → Inflation → Commodities) and build a coherent picture of how pricing differs and what remains common.
If you’re building models: treat each PDF as a checklist of product features and conventions before you code. If you’re interviewing: use it to tighten definitions, explain pricing intuition cleanly, and connect payoffs → model inputs → risks. Use Code : DERIVATIVE10 to get 10% off during checkout
What you get
- Instant digital delivery by email after purchase
- Written by a practising quantitative risk modeller
- Desk-focused material, not textbook theory
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