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Business & Management - Finance & Banking | Financial Derivatives Modeling

Financial Derivatives Modeling

Ekstrand, Christian

2011, XI, 319 p.

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  • Comprehensive introduction to financial derivatives modeling for graduate students and professionals
  • Applies derivatives pricing methods to all major asset classes 
  •  Contains an extensive list of stochastic differential equations with solution methods 
  • Includes a detailed description of the challenges associated with the calibration of, and risk management with, derivatives pricing models
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.

Content Level » Graduate

Keywords » Derivatives - Derivatives Pricing - Financial Derivatives Modeling - Risk Management - Stochastic Calculus

Related subjects » Business, Economics & Finance - Finance & Banking - Quantitative Finance

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