| 書目名稱 | Financial Models in Production |
| 編輯 | Othmane Kettani,Adil Reghai |
| 視頻video | http://file.papertrans.cn/344/343132/343132.mp4 |
| 概述 | Provides a practical guide to the implementation and use of financial models for pricing and risk-management.Summarizes recent developments in the evolving world of exotics.Features a discussion on ho |
| 叢書名稱 | SpringerBriefs in Finance |
| 圖書封面 |  |
| 描述 | 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.?. |
| 出版日期 | Book 2020 |
| 關(guān)鍵詞 | Production; Models; Pricing & Risk Management; P&L Explanation; Model Extension |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-030-57496-3 |
| isbn_softcover | 978-3-030-57495-6 |
| isbn_ebook | 978-3-030-57496-3Series ISSN 2193-1720 Series E-ISSN 2193-1739 |
| issn_series | 2193-1720 |
| copyright | The Author(s), under exclusive license to Springer Nature Switzerland AG 2020 |
|Archiver|手機(jī)版|小黑屋|
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