Reghai, Adil
Quantitative Finance
Table of contents
1. Financial Modeling
Adil Reghai
2. About Modeling
Adil Reghai
3. From Black & Scholes to the emergence of Smile Modeling
Adil Reghai
4. What is the Fair Value in the Presence of the Smile?
Adil Reghai
5. Mono Underlying Risk Exploration
Adil Reghai
6. A General Pricing Formula
Adil Reghai
7. Multi-Asset Case
Adil Reghai
8. Discounting and General Value Adjustment Techniques
Adil Reghai
9. Investment Algorithms
Adil Reghai
10. Building Monitoring Signals
Adil Reghai
11. General Conclusion
Adil Reghai
Keywords: Finance, Financial Engineering, Capital Markets, Investments and Securities, Macroeconomics/Monetary Economics//Financial Economics
- Author(s)
- Reghai, Adil
- Publisher
- Springer
- Publication year
- 2015
- Language
- en
- Edition
- 1
- Series
- Applied Quantitative Finance series
- Page amount
- 246 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9781137414502
- Printed ISBN
- 978-1-349-49028-8
