£46.25

Springer Financial Models in Production (SpringerBriefs in Finance)

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£54.99 £41.83 £44.70 £47.57 £50.45 £53.32 £56.19 09 June 2024 11 November 2024 15 April 2025 17 September 2025 20 February 2026

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Description

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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
17 September 2020
Listed Since
15 July 2020

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