Financial Derivatives Modeling

Front Cover
Springer Science & Business Media, Aug 26, 2011 - Business & Economics - 319 pages
0 Reviews
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.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

Part II Skew and Smile Techniques
80
Part III Exotic Derivatives
158
Part IV Asset Class Specific Modeling
194

Other editions - View all

Common terms and phrases

Bibliographic information