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Financial Derivatives Modeling

Financial Derivatives Modeling

Christian Ekstrand

132,36 €
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Editorial:
Springer Nature B.V.
Año de edición:
2011
Materia
Finanzas
ISBN:
9783642221545

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Sobre IBD

Derivatives Pricing Basics: Pricing by Replication.- Static Replication.- Dynamic Replication.- Derivatives Modeling in Practice.- Skew and Smile Techniques: Continuous Stochastic Processes.- Local Volatility Models.- Stochastic Volatility Models.- Lévy Models.- Exotic Derivatives: Path-Dependent Derivatives.- High-Dimensional Derivatives.- Asset Class Specific Modeling: - Equities.- Commodities.- Interest Rates.- Foreign Exchange.- Mathematical Preliminaries.

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