Financial Derivatives Modeling

Authors: Ekstrand, Christian

  • 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
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eBook $74.99
price for USA (gross)
  • ISBN 978-3-642-22155-2
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  • Immediate eBook download after purchase
Hardcover $99.00
price for USA
  • ISBN 978-3-642-22154-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $99.00
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  • ISBN 978-3-642-44436-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this Textbook

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.

Table of contents (14 chapters)

Buy this book

eBook $74.99
price for USA (gross)
  • ISBN 978-3-642-22155-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $99.00
price for USA
  • ISBN 978-3-642-22154-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $99.00
price for USA
  • ISBN 978-3-642-44436-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Financial Derivatives Modeling
Authors
Copyright
2011
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-22155-2
DOI
10.1007/978-3-642-22155-2
Hardcover ISBN
978-3-642-22154-5
Softcover ISBN
978-3-642-44436-4
Edition Number
1
Number of Pages
XI, 319
Topics