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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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Bibliografske podrobnosti
Glavni avtor: Ekstrand, Christian
Korporativna značnica: SpringerLink
Format: Electronic Resource
Jezik:angleščina
Izdano: Berlin, Heidelberg Springer Berlin Heidelberg 2011.
Teme:
Derivative securities > Mathematical models.
Derivative securities > Prices > Mathematical models.
Electronic books.
Online dostop:Available for University of the Philippines Diliman via SpringerLink. Click here to access