Market Practice in Financial Modelling
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Book Overview Written to bridge the gap between foundational quantitative finance and market practice, this book goes beyond the basics covered in most...
Written to bridge the gap between foundational quantitative finance and market practice, this book goes beyond the basics covered in most textbooks by presenting content concerning actual industry norms, thus resulting in a clearer picture of the field for the readers. These include, for instance, the practitioner's perspective of how local versus stochastic volatility affects forward smile, or the implications of mean reversion on forward volatility.Key considerations for modelling in rates, equities and foreign exchange are presented from the perspective of common themes across various assets, as well as their individual characteristics.The discussion on models emphasizes the key aspects that are relevant to the pricing of different types of financial derivatives, so that the reader can observe how an appropriate choice of models is essential in reflecting the risk profile and hedging considerations for different products.With the knowledge gleaned from this book, readers will attain a more comprehensive understanding of market practice in derivatives modelling.
Book Details Format: Hardcover | Pages: 414 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9814366544
FormatHardcover
Pages414
LanguageEnglish
ISBN9814366544
EAN9789814366540
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
EditionIllustrated
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.65 Pounds
Length9.0 Inches
Width6.1 Inches
Height1.1 Inches
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