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...
| 第一著者: | |
|---|---|
| 団体著者: | |
| フォーマット: | Electronic Resource |
| 言語: | 英語 |
| 出版事項: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2011.
|
| 主題: | |
| オンライン･アクセス: | Available for University of the Philippines Diliman via SpringerLink. Click here to access |