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Financial Derivatives Modeling

Financial Derivatives Modeling

Paperback

Business GeneralInvesting & FinanceGeneral Mathematics

ISBN10: 3642444369
ISBN13: 9783642444364
Publisher: Springer Nature
Published: Oct 7 2014
Pages: 319
Weight: 1.03
Height: 0.69 Width: 6.14 Depth: 9.21
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