Financial Derivatives Modeling
Christian Ekstrand (auth.)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.
ক্যাটাগোরিগুলো:
সাল:
2011
সংস্করণ:
1
প্রকাশক:
Springer-Verlag Berlin Heidelberg
ভাষা:
english
পৃষ্ঠা:
319
ISBN 10:
3642221548
ISBN 13:
9783642221545
ফাইল:
PDF, 2.91 MB
IPFS:
,
english, 2011