{
"item_title" : "Financial Derivatives Modeling",
"item_author" : [" Christian Ekstrand "],
"item_description" : "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.- L vy Models.- Exotic Derivatives: Path-Dependent Derivatives.- High-Dimensional Derivatives.- Asset Class Specific Modeling: - Equities.- Commodities.- Interest Rates.- Foreign Exchange.- Mathematical Preliminaries.",
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Financial Derivatives Modeling
Overview
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.- L vy Models.- Exotic Derivatives: Path-Dependent Derivatives.- High-Dimensional Derivatives.- Asset Class Specific Modeling: - Equities.- Commodities.- Interest Rates.- Foreign Exchange.- Mathematical Preliminaries.
This item is Non-Returnable
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Details
- ISBN-13: 9783642444364
- ISBN-10: 3642444369
- Publisher: Springer
- Publish Date: October 2014
- Dimensions: 9.21 x 6.14 x 0.69 inches
- Shipping Weight: 1.03 pounds
- Page Count: 319
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