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Item type | Location | Call Number | Status | Date Due |
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AUM Main Library | 657.8333 (Browse Shelf) | Not for loan |
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657.8333Handbook of Quantitative Finance and Risk Management | 657.8333The Ethics of Banking | 657.8333Energy and the Financial System | 657.8333Financial Derivatives Modeling | 657.8333The Financial Systems of Industrial Countries | 657.8333Real Estate Investment |
Derivatives Pricing Basics: Pricing by Replication -- Static Replication -- Dynamic Replication -- Derivatives Modeling in Practice -- Skew and Smile Techniques: Continuous Stochastic Processes -- Local Volatility Models -- Stochastic Volatility Models -- Lévy Models -- Exotic Derivatives: Path-Dependent Derivatives -- High-Dimensional Derivatives -- Asset Class Specific Modeling: - Equities -- Commodities -- Interest Rates -- Foreign Exchange -- Mathematical Preliminaries.
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.
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