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Financial Derivatives Modeling Christian Ekstrand 2011 edition
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Financial Derivatives Modeling
Christian Ekstrand
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.
300 pages, 1, black & white illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 26 de agosto de 2011 |
| ISBN13 | 9783642221545 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 319 |
| Dimensiones | 163 × 240 × 24 mm · 589 g |
| Lengua | Alemán |
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