Financial Derivatives Modeling (repost)
Christian Ekstrand, "Financial Derivatives Modeling"
English | ISBN 10: 3642221548 | 2011 | PDF | 334 pages | 3 MB
English | ISBN 10: 3642221548 | 2011 | PDF | 334 pages | 3 MB
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.