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Viser: Financial Models in Production
Financial Models in Production
Othmane Kettani og Adil Reghai
(2020)
Sprog: Engelsk
Springer International Publishing AG
710,00 kr.
Print on demand. Leveringstid vil være ca 2-3 uger.
Detaljer om varen
- Paperback
- Udgiver: Springer International Publishing AG (September 2020)
- Forfattere: Othmane Kettani og Adil Reghai
- ISBN: 9783030574956
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 derivatives.
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 derivatives.
1. Introduction.-
2. Black & Scholes Model.-
3. Local Volatility Model.-
4. Market Model P&L Explain.
2. Black & Scholes Model.-
3. Local Volatility Model.-
4. Market Model P&L Explain.
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Tlf 77 42 43 44 - email poly@polyteknisk.dk - CVR 34072655 - Sydbank Reg: 6748 Konto 0001107927