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...

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Bibliographic Details
Main Author:	Ekstrand, Christian
Corporate Author:	SpringerLink
Format:	Electronic Resource
Language:	English
Published:	Berlin, Heidelberg Springer Berlin Heidelberg 2011.
Subjects:	Derivative securities > Mathematical models. Derivative securities > Prices > Mathematical models. Electronic books.
Online Access:	Available for University of the Philippines Diliman via SpringerLink. Click here to access