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Financial Derivatives Modeling / by Christian Ekstrand

By: Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: SpringerLink Bücher | Springer eBook Collection Business and EconomicsPublisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011Description: Online-Ressource (XI, 319p. 22 illus, digital)ISBN:
  • 9783642221552
Subject(s): Additional physical formats: 9783642221545 | Buchausg. u.d.T.: Financial derivatives modeling. 1. ed. Berlin : Springer, 2011. XI, 319 S.MSC: MSC: *91-01 | 91G20RVK: RVK: QK 660LOC classification:
  • HG1-9999 HG4501-6051 HG1501-HG3550
  • HG1-9999
  • HG1501-HG3550
  • HG4501-6051
  • HG1-HG9999
DOI: DOI: 10.1007/978-3-642-22155-2Online resources: Summary: 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.PPN: PPN: 1651019452Package identifier: Produktsigel: ZDB-2-SBE
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