Financial Derivatives Modeling
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 in...
Main Author: | Ekstrand, Christian (Author) |
---|---|
Corporate Author: | SpringerLink (Online service) |
Format: | Electronic eBook |
Language: | English |
Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2011.
|
Subjects: | |
Online Access: | Full Text via HEAL-Link |
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