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Christian Ekstrand - Financial Derivatives Modeling - 9783642221545 - V9783642221545
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Financial Derivatives Modeling

€ 68.32
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Description for Financial Derivatives Modeling Hardcover. 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: 319 pages, 1 black & white tables, biography. BIC Classification: KFF; PBT. Category: (P) Professional & Vocational. Dimension: 240 x 163 x 24. Weight in Grams: 636.
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
Hardback
Publication date
2011
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
300
Condition
New
Number of Pages
319
Place of Publication
Berlin, Germany
ISBN
9783642221545
SKU
V9783642221545
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

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