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Financial Derivatives Modeling, by Christian Ekstrand
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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.
- Sales Rank: #4742055 in Books
- Published on: 2011-08-31
- Original language: English
- Number of items: 1
- Dimensions: 9.10" h x .90" w x 6.10" l, 1.30 pounds
- Binding: Hardcover
- 319 pages
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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