Austing, Peter
Smile Pricing Explained
Table of contents
1. Introduction to Derivatives
Peter Austing
2. Stochastic Calculus
Peter Austing
3. Martingale Pricing
Peter Austing
4. Dynamic Hedging and Replication
Peter Austing
5. Exotic Options in Black—Scholes
Peter Austing
6. Smile Models
Peter Austing
7. Stochastic Volatility
Peter Austing
8. Numerical Techniques
Peter Austing
9. Local Stochastic Volatility
Peter Austing
10. Volatility Products
Peter Austing
11. Multi-Asset
Peter Austing
12. Afterword
Peter Austing
Nyckelord: Finance, Investments and Securities, Financial Engineering, Capital Markets, Economic Theory/Quantitative Economics/Mathematical Methods, Business Finance, Management
- Författare
- Austing, Peter
- Utgivare
- Springer
- Utgivningsår
- 2014
- Språk
- en
- Utgåva
- 1
- Serie
- Financial Engineering Explained
- Sidantal
- 235 sidor
- Kategori
- Ekonomisk
- Format
- E-bok
- eISBN (PDF)
- 9781137335722
- Tryckt ISBN
- 978-1-137-33571-5
