Financial Derivatives Modeling

Ekstrand, Christian

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.

Details

Published by: Springer

Publication Date: 2011-08-26

Format: Hardcover

ISBN-13: 9783642221545

DOI: 10.1007/978-3-642-22155-2

Dimensions: 235cm x155cm

Pages: 319