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Financial Models in Production
Engelsk
Bogcover for Financial Models in Production af Othmane Kettani, Adil Reghai, 9783030574956
Specifikationer
Sprog:
Engelsk
Sider:
61
ISBN-13:
9783030574956
Indbinding:
Paperback
ISBN-10:
3030574954
Kategori:
Udg. Dato:
17 sep 2020
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
17 sep 2020
Forfatter(e):
Paperback 2020
Format:

Bog beskrivelse
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. 

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Specifikationer
Sprog:
Engelsk
Sider:
61
ISBN-13:
9783030574956
Indbinding:
Paperback
ISBN-10:
3030574954
Kategori:
Udg. Dato:
17 sep 2020
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
17 sep 2020
Forfatter(e):
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