Financial Derivatives Modeling
| Autor: | Christian Ekstrand |
|---|---|
| EAN: | 9783642221552 |
| eBook Format: | |
| Sprache: | Englisch |
| Produktart: | eBook |
| Veröffentlichungsdatum: | 26.08.2011 |
| Kategorie: | |
| Schlagworte: | C Derivatives Derivatives Pricing Finance/Investment/Banking Financial Derivatives Modeling Quantitative Finance Risk Management Statistics for Business/Economics/Mathematical Finance/Insurance Stochastic Calculus |
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This book gives a comprehensive introduction to the modeling of financial derivatives, covering all major asset classes (equities, commodities, interest rates and foreign exchange) and stretching from Black and Scholes' lognormal modeling to current-day research on skew and smile models. The intended reader has a solid mathematical background and is a graduate/final-year undergraduate student specializing in Mathematical Finance, or works at a financial institution such as an investment bank or a hedge fund.
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