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Financial Derivatives Modeling

Financial Derivatives Modeling

Hardcover

Business GeneralInvesting & FinanceGeneral Mathematics

ISBN10: 3642221548
ISBN13: 9783642221545
Publisher: Springer Nature
Published: Aug 26 2011
Pages: 319
Weight: 1.30
Height: 0.90 Width: 6.10 Depth: 9.10
Language: English
Derivatives Pricing Basics: Pricing by Replication.- Static Replication.- Dynamic Replication.- Derivatives Modeling in Practice.- Skew and Smile Techniques: Continuous Stochastic Processes.- Local Volatility Models.- Stochastic Volatility Models.- Lévy Models.- Exotic Derivatives: Path-Dependent Derivatives.- High-Dimensional Derivatives.- Asset Class Specific Modeling: - Equities.- Commodities.- Interest Rates.- Foreign Exchange.- Mathematical Preliminaries.

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General Mathematics