Financial Models in Production. 1st ed. 2020
- 種類:
- 電子ブック
- 責任表示:
- by Othmane Kettani, Adil Reghai
- 出版情報:
- Cham : Springer International Publishing : Imprint: Springer, 2020
- 著者名:
- シリーズ名:
- SpringerBriefs in Finance ;
- ISBN:
- 9783030574963 [3030574962]
- 注記:
- 1. Introduction -- 2. Black & Scholes Model -- 3. Local Volatility Model -- 4. Market Model P&L Explain.
This book provides a hands-on guide to how financial models are actually implemented and used in practice, on a daily basis, for pricing and risk-management purposes. It shows how to put these models into use in production while minimizing the cost of implementation and maximizing robustness and control. Addressing some of the most important and cutting-edge issues, it describes how to build the necessary models in order to risk manage all the costs involved in options fabrication within the world of equity derivatives and hybrids. This is achieved by extending classical models and improving them in order to account for complex features. The book is primarily aimed at market practitioners (traders, risk managers, risk control, top managers), as well as Masters students in Quantitative/Mathematical Finance. It will also be useful for instructors hoping to enrich their courses with practical examples. The prerequisites are basic stochastic calculus and a general knowledge of financial markets and financial deri - ローカル注記:
- 学内専用E-BOOKS (local access only)
類似資料:
Springer International Publishing : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
Birkhäuser Boston : Imprint: Birkhäuser |
Springer International Publishing : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
Springer Nature Singapore : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer International Publishing : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
12
電子ブック
Copulas and Dependence Models with Applications : Contributions in Honor of Roger B. Nelsen
Springer International Publishing : Imprint: Springer |