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Title
Financial Models in Production.
Author
Kettani, Othmane.
ISBN
9783030574963
3030574962
3030574954
9783030574956
3030574962
3030574954
9783030574956
Publication Details
Cham : Springer International Publishing AG, 2020.
Language
English
Description
1 online resource (67 pages).
Item Number
10.1007/978-3-030-57
Call Number
QA1-939
Dewey Decimal Classification
519.2
Summary
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.
Access Note
Access limited to authorized users.
Source of Description
Description based on print version record.
Added Author
Reghai, Adil.
Series
SpringerBriefs in Finance Ser.
Available in Other Form
Financial Models in Production
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