Financial Derivatives Modeling
Christian Ekstrand
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.
Categories:
Year:
2011
Edition:
1
Publisher:
Springer Science & Business Media
Language:
english
Pages:
319
ISBN 10:
3642221548
ISBN 13:
9783642221545
File:
PDF, 3.12 MB
IPFS:
,
english, 2011
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