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000944058 019__ $$a1196838486$$a1197838184$$a1198390946
000944058 020__ $$a9783030574963
000944058 020__ $$a3030574962
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000944058 0247_ $$a10.1007/978-3-030-57
000944058 035__ $$aSP(OCoLC)on1197866109
000944058 035__ $$aSP(OCoLC)1197866109$$z(OCoLC)1196838486$$z(OCoLC)1197838184$$z(OCoLC)1198390946
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000944058 049__ $$aISEA
000944058 050_4 $$aQA1-939
000944058 08204 $$a519.2$$223
000944058 1001_ $$aKettani, Othmane.
000944058 24510 $$aFinancial Models in Production.
000944058 260__ $$aCham :$$bSpringer International Publishing AG,$$c2020.
000944058 300__ $$a1 online resource (67 pages).
000944058 336__ $$atext$$btxt$$2rdacontent
000944058 337__ $$acomputer$$bc$$2rdamedia
000944058 338__ $$aonline resource$$bcr$$2rdacarrier
000944058 4901_ $$aSpringerBriefs in Finance Ser.
000944058 506__ $$aAccess limited to authorized users.
000944058 520__ $$aThis book provides a hands-on guide to how financial models are actually implemented and used in practice, on a daily basis, for pricing and risk-management purposes. It shows how to put these models into use in production while minimizing the cost of implementation and maximizing robustness and control. Addressing some of the most important and cutting-edge issues, it describes how to build the necessary models in order to risk manage all the costs involved in options fabrication within the world of equity derivatives and hybrids. This is achieved by extending classical models and improving them in order to account for complex features. The book is primarily aimed at market practitioners (traders, risk managers, risk control, top managers), as well as Masters students in Quantitative/Mathematical Finance. It will also be useful for instructors hoping to enrich their courses with practical examples. The prerequisites are basic stochastic calculus and a general knowledge of financial markets and financial derivatives.
000944058 588__ $$aDescription based on print version record.
000944058 650_0 $$aProbabilities.
000944058 650_0 $$aBank marketing.
000944058 650_0 $$aApplied mathematics.
000944058 650_0 $$aEngineering mathematics.
000944058 650_0 $$aComputer simulation.
000944058 7001_ $$aReghai, Adil.
000944058 77608 $$iPrint version:$$aKettani, Othmane$$tFinancial Models in Production$$dCham : Springer International Publishing AG,c2020$$z9783030574956
000944058 830_0 $$aSpringerBriefs in Finance Ser.
000944058 852__ $$bebk
000944058 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=https://dx.doi.org/10.1007/978-3-030-57496-3$$zOnline Access
000944058 909CO $$ooai:library.usi.edu:944058$$pGLOBAL_SET
000944058 980__ $$aEBOOK
000944058 980__ $$aBIB
000944058 982__ $$aEbook
000944058 983__ $$aOnline
000944058 994__ $$a92$$bISE