Financial Derivatives Modeling
Christian Ekstrand
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2014
65,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783642444364
- ISBN-10
- 3642444369
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2014
- Publication date
- 2014-10-07
- Pages
- 319
- Dimensions
- 233x156x21
- Weight
- 510