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Austing, Peter

Smile Pricing Explained

Austing, Peter - Smile Pricing Explained, e-bok

48,35€

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ISBN: 9781137335722
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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
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

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