Market Practice In Financial Modelling

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Gebonden, 440 blz. | EN
World Scientific Publishing Co Pte Ltd | e druk, 2012
ISBN13: 9789814366540
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World Scientific Publishing Co Pte Ltd e druk, 2012 9789814366540
Verwachte levertijd ongeveer 16 werkdagen

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Includes the practitioner's perspective of how local versus stochastic volume affects forward smile, and the implications of mean reversion on forward volume. This title presents key considerations for modeling in rates, equities and foreign exchange from the perspective of common themes across various assets.

Specificaties

ISBN13:9789814366540
Taal:EN
Bindwijze:Gebonden
Aantal pagina's:440
Uitgever:World Scientific Publishing Co Pte Ltd

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        Market Practice In Financial Modelling