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Financial Derivatives Modeling by Christian Ekstrand

Financial Derivatives Modeling

by Christian Ekstrand
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Book cover type: Paperback
  • ISBN13: 9783642444364
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 319
  • Original Price: EUR 49.99
  • Language: English
  • Edition: 2011
  • Item Weight: 473 grams
  • BISAC Subject(s): Game Theory, Finance / General, and Statistics

From the Back Cover
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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