Financial Derivatives Modeling
Download or Read eBook Financial Derivatives Modeling PDF written by Christian Ekstrand and published by Springer Science & Business Media. This book was released on 2011-08-26 with total page 320 pages. Available in PDF, EPUB and Kindle.
| Author | : Christian Ekstrand |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 320 |
| Release | : 2011-08-26 |
| ISBN-10 | : 9783642221552 |
| ISBN-13 | : 3642221556 |
| Rating | : 4/5 (52 Downloads) |
Book Synopsis Financial Derivatives Modeling by : Christian Ekstrand
Book excerpt: 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.
