Financial derivatives modeling

Financial derivatives modeling

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 in...

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Hlavní autor: Ekstrand, Christian
Korporativní autor: SpringerLink
Médium: Electronic Resource
Jazyk:English
Vydáno: Berlin, Heidelberg Springer Berlin Heidelberg 2011.
Témata:
Derivative securities > Mathematical models.
Derivative securities > Prices > Mathematical models.
Electronic books.
On-line přístup:Available for University of the Philippines Diliman via SpringerLink. Click here to access