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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.
€71.39
विषयसूची
Derivatives Pricing Basics: Pricing by Replication.- Static Replication.- Dynamic Replication.- Derivatives Modeling in Practice.- Skew and Smile Techniques: Continuous Stochastic Processes.- Local Volatility Models.- Stochastic Volatility Models.- Lévy Models.- Exotic Derivatives: Path-Dependent Derivatives.- High-Dimensional Derivatives.- Asset Class Specific Modeling: – Equities.- Commodities.- Interest Rates.- Foreign Exchange.- Mathematical Preliminaries.
भाषा अंग्रेज़ी ● स्वरूप PDF ● पेज 319 ● ISBN 9783642221552 ● प्रकाशक Springer Berlin ● शहर Heidelberg ● देश DE ● प्रकाशित 2011 ● डाउनलोड करने योग्य 24 महीने ● मुद्रा EUR ● आईडी 2247334 ● कॉपी सुरक्षा Adobe DRM
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