{"product_id":"financial-derivatives-modeling-9783642444364","title":"Financial Derivatives Modeling","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eThis book gives a comprehensive introduction to the modeling of financial derivatives, covering all major asset classes (equities, commodities, interest rates and foreign exchange) and stretching from Black and Scholes' lognormal modeling to current-day research on skew and smile models. The intended reader has a solid mathematical background and is a graduate\/final-year undergraduate student specializing in Mathematical Finance, or works at a financial institution such as an investment bank or a hedge fund.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eDerivatives Pricing Basics: Pricing by Replication.- Static Replication.- Dynamic Replication.- Derivatives Modeling in Practice.- Skew and Smile Techniques: Continuous Stochastic Processes.- Local Volatility Models.- Stochastic Volatility Models.- Lévy Models.- Exotic Derivatives: Path-Dependent Derivatives.- High-Dimensional Derivatives.- Asset Class Specific Modeling: - Equities.- Commodities.- Interest Rates.- Foreign Exchange.- Mathematical Preliminaries.","brand":"Springer-Verlag Berlin and Heidelberg GmbH \u0026 Co. KG","offers":[{"title":"Default Title","offer_id":51742990041431,"sku":"9783642444364","price":43.99,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9783642444364.jpg?v=1758387859","url":"https:\/\/bookcurl.com\/products\/financial-derivatives-modeling-9783642444364","provider":"Book Curl","version":"1.0","type":"link"}