Financial Derivatives ModelingEkstrand, Christian
2011, XI, 319p. 22 illus..
- 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 stochastic differential equations with solution methods
- Includes a detailed description of the challenges associated with the calibration of, and risk management with, derivatives pricing models
Content Level » Graduate
Keywords » Derivatives - Derivatives Pricing - Financial Derivatives Modeling - Risk Management - Stochastic Calculus
Related subjects » Business, Economics & Finance - Finance & Banking - Quantitative Finance