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| 001 | u376429 | ||
| 003 | SIRSI | ||
| 005 | 20160812084412.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 110824s2011 gw | s |||| 0|eng d | ||
| 020 |
_a9783642221552 _9978-3-642-22155-2 |
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| 040 | _cMX-MeUAM | ||
| 050 | 4 | _aHG1-9999 | |
| 050 | 4 | _aHG4501-6051 | |
| 050 | 4 | _aHG1501-HG3550 | |
| 082 | 0 | 4 |
_a657.8333 _223 |
| 082 | 0 | 4 |
_a658.152 _223 |
| 100 | 1 |
_aEkstrand, Christian. _eauthor. |
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| 245 | 1 | 0 |
_aFinancial Derivatives Modeling _h[recurso electrónico] / _cby Christian Ekstrand. |
| 264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2011. |
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| 300 |
_aXI, 319 p. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 505 | 0 | _aDerivatives 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. | |
| 520 | _aThis 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. | ||
| 650 | 0 | _aEconomics. | |
| 650 | 0 | _aFinance. | |
| 650 | 0 |
_aEconomics _xStatistics. |
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| 650 | 1 | 4 | _aEconomics/Management Science. |
| 650 | 2 | 4 | _aFinance/Investment/Banking. |
| 650 | 2 | 4 | _aQuantitative Finance. |
| 650 | 2 | 4 | _aStatistics for Business/Economics/Mathematical Finance/Insurance. |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783642221545 |
| 856 | 4 | 0 |
_zLibro electrónico _uhttp://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-642-22155-2 |
| 596 | _a19 | ||
| 942 | _cLIBRO_ELEC | ||
| 999 |
_c204309 _d204309 |
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