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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| Format: | Electronic Resource |
| Idioma: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
2011.
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| Accés en línia: | Available for University of the Philippines Diliman via SpringerLink. Click here to access |