Financial Derivatives Modeling

Financial Derivatives Modeling PDF Author: Christian Ekstrand
Publisher: Springer Science & Business Media
ISBN: 3642221556
Category : Business & Economics
Languages : en
Pages : 320

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Book Description
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.