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...

Полное описание

Библиографические подробности
Главный автор:	Ekstrand, Christian
Соавтор:	SpringerLink
Формат:	Electronic Resource
Язык:	English
Опубликовано:	Berlin, Heidelberg Springer Berlin Heidelberg 2011.
Предметы:	Derivative securities > Mathematical models. Derivative securities > Prices > Mathematical models. Electronic books.
Online-ссылка:	Available for University of the Philippines Diliman via SpringerLink. Click here to access