Financial Derivatives Modeling

Financial Derivatives Modeling 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. Autor: Christian Ekstrand Wydawnictwo: Springer Rok wydania: 2014 Okładka: miękka Liczba stron: 319 Wymiary: 23.5 x 15.5 cm Ilustracje: XI, 319 p. Język: angielski ISBN: 9783642444364