| 書目名稱 | Financial Derivatives Modeling |
| 編輯 | Christian Ekstrand |
| 視頻video | http://file.papertrans.cn/344/343004/343004.mp4 |
| 概述 | Comprehensive introduction to financial derivatives modeling for graduate students and professionals.Applies derivatives pricing methods to all major asset classes.Contains an extensive list of stocha |
| 圖書封面 |  |
| 描述 | 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. |
| 出版日期 | Textbook 2011 |
| 關鍵詞 | Derivatives; Derivatives Pricing; Financial Derivatives Modeling; Risk Management; Stochastic Calculus; q |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-22155-2 |
| isbn_softcover | 978-3-642-44436-4 |
| isbn_ebook | 978-3-642-22155-2 |
| copyright | Springer-Verlag Berlin Heidelberg 2011 |
|Archiver|手機版|小黑屋|
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