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...
| Autor principal: | |
|---|---|
| Autor Corporativo: | |
| Formato: | Electronic Resource |
| Idioma: | English |
| Publicado em: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2011.
|
| Assuntos: | |
| Acesso em linha: | Available for University of the Philippines Diliman via SpringerLink. Click here to access |