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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Derivatives Pricing Basics
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Skew and Smile Techniques
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Exotic Derivatives
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Asset Class Specific Modeling
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