Financial Derivatives Modeling

Financial Derivatives Modeling
Author :
Publisher : Springer Science & Business Media
Total Pages : 320
Release :
ISBN-10 : 9783642221552
ISBN-13 : 3642221556
Rating : 4/5 (52 Downloads)

Book Synopsis Financial Derivatives Modeling by : Christian Ekstrand

Download or read book Financial Derivatives Modeling written by Christian Ekstrand and published by Springer Science & Business Media. This book was released on 2011-08-26 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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