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Financial Derivatives Modeling
Christian Ekstrand
€ 72.86
FREE Delivery in Ireland
Description for Financial Derivatives Modeling
Paperback. Covering all major asset classes from equities to foreign exhange, this comprehensive introduction to the modeling of financial derivatives takes readers from Black and Scholes' lognormal modeling to today's research on 'skew' and 'smile' models. Num Pages: 330 pages, 1 black & white tables, biography. BIC Classification: KFF; PBT. Category: (G) General (US: Trade). Dimension: 235 x 155 x 18. Weight in Grams: 510.
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.
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.
Product Details
Format
Paperback
Publication date
2014
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
330
Condition
New
Number of Pages
319
Place of Publication
Berlin, Germany
ISBN
9783642444364
SKU
V9783642444364
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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