English Polski
Dostęp on-line


0.00 PLN
Schowek (0) 
Schowek jest pusty
Financial Models in Production

Financial Models in Production

Wydawnictwo Springer Nature Switzerland AG
Data wydania 17/09/2020
Liczba stron 61
Forma publikacji książka w miękkiej oprawie
Poziom zaawansowania Dla profesjonalistów, specjalistów i badaczy naukowych
ISBN 9783030574956
Kategorie Przemysł usług finansowych, Prawdopodobieństwo i statystyka, Matematyka stosowana, Pozostałe
Zapytaj o ten produkt
Do schowka

Opis książki

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.

Financial Models in Production

Spis treści

1. Introduction.- 2. Black & Scholes Model.- 3. Local Volatility Model.- 4. Market Model P&L Explain.

Polecamy również książki

Strony www Białystok Warszawa
801 777 223