Authors:
- Provides a practical guide to the implementation and use of financial models for pricing and risk-management
- Summarizes recent developments in the evolving world of exotics
- Features a discussion on how to price Autocallables
- Provides code (upon request) on how the models can be implemented in practice
Part of the book series: SpringerBriefs in Finance (BRIEFSFINANCE)
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Table of contents (4 chapters)
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Front Matter
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Back Matter
About this book
The book is primarily aimed at market practitioners (traders, risk managers, risk control, top managers), as well as Masters students in Quantitative/Mathematical Finance. It will also be useful for instructors hoping to enrich their courses with practical examples. The prerequisites are basic stochastic calculus and a general knowledge of financial markets and financial derivatives.
Authors and Affiliations
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Quantitative Research Equity, Natixis, Paris, France
Othmane Kettani, Adil Reghai
About the authors
Othmane Kettani holds a Master of Research and a PhD in Finance from Paris I Panthéon-Sorbonne University, as well as a University Degree in Business Law from Paris II Panthéon-Assas University. He also graduated from Supélec and ESCP Europe. He works now as equity derivatives research quant at Natixis, and is a part-time lecturer at Paris I University (Master of Research Financial Markets and Risk Management, Course Option Pricing Theory).
Bibliographic Information
Book Title: Financial Models in Production
Authors: Othmane Kettani, Adil Reghai
Series Title: SpringerBriefs in Finance
DOI: https://doi.org/10.1007/978-3-030-57496-3
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Author(s), under exclusive license to Springer Nature Switzerland AG 2020
Softcover ISBN: 978-3-030-57495-6Published: 17 September 2020
eBook ISBN: 978-3-030-57496-3Published: 16 September 2020
Series ISSN: 2193-1720
Series E-ISSN: 2193-1739
Edition Number: 1
Number of Pages: XIV, 61
Number of Illustrations: 11 b/w illustrations, 21 illustrations in colour
Topics: Probability Theory and Stochastic Processes, Financial Services, Applications of Mathematics, Simulation and Modeling