Overview
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
Includes supplementary material: sn.pub/extras
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Table of contents (14 chapters)
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Front Matter
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Derivatives Pricing Basics
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Front Matter
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Skew and Smile Techniques
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Front Matter
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Exotic Derivatives
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Front Matter
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Asset Class Specific Modeling
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Front Matter
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Back Matter
Keywords
About this book
Authors and Affiliations
Bibliographic Information
Book Title: Financial Derivatives Modeling
Authors: Christian Ekstrand
DOI: https://doi.org/10.1007/978-3-642-22155-2
Publisher: Springer Berlin, Heidelberg
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2011
Hardcover ISBN: 978-3-642-22154-5Published: 26 August 2011
Softcover ISBN: 978-3-642-44436-4Published: 07 October 2014
eBook ISBN: 978-3-642-22155-2Published: 26 August 2011
Edition Number: 1
Number of Pages: XI, 319
Topics: Finance, general, Quantitative Finance, Statistics for Business, Management, Economics, Finance, Insurance