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 intended reader has a solid mathematical background and is a graduate/final-year undergraduate student specializing in Mathematical Finance, or works at a financial institution such as an investment bank or a hedge fund.
Ekstrand, Christian
| ISBN | 9783642221552 |
|---|---|
| Artikelnummer | 9783642221552 |
| Medientyp | E-Book - PDF |
| Copyrightjahr | 2011 |
| Verlag | Springer-Verlag |
| Umfang | 319 Seiten |
| Sprache | Englisch |
| Kopierschutz | Adobe DRM |
