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 intended reader has a solid mathematical background and is a graduate/final-year undergraduate student specializing in Mathematical Finance, or works at a financial institution such as an investment bank or a hedge fund.
- ISBN: 978-3-642-44436-4
- Editorial: Springer
- Encuadernacion: Rústica
- Fecha Publicación: 07/10/2014
- Nº Volúmenes: 1
- Idioma: Inglés