Market Practice In Financial Modelling
Chia Chiang (Deutsche Bank) Tan
World Scientific Publishing Co Pte Ltd, 2012
107,95 €On orderDelivery: 2-3 weeks
Includes the practitioner's perspective of how local versus stochastic volume affects forward smile, and the implications of mean reversion on forward volume. This title presents key considerations for modeling in rates, equities and foreign exchange from the perspective of common themes across various assets.
- ISBN-13
- 9789814366540
- ISBN-10
- 9814366544
- Publisher
- World Scientific Publishing Co Pte Ltd
- Year
- 2012
- Publication date
- 2012-09-07
- Pages
- 440
- Dimensions
- 158x229x28
- Weight
- 774