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Financial models in production

Kettani, Othmane.

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Financial models in production

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Financial models in production/ by Othmane Kettani, Adil Reghai.
作者:	Kettani, Othmane.
其他作者:	Reghai, Adil.
出版者:	Cham :Springer International Publishing : : 2020.,
面頁冊數:	xiv, 61 p. :ill., digital ;24 cm.
內容註:	1. Introduction -- 2. Black & Scholes Model -- 3. Local Volatility Model -- 4. Market Model P&L Explain.
Contained By:	Springer Nature eBook
標題:	Options (Finance) - Mathematical models. -
電子資源:	https://doi.org/10.1007/978-3-030-57496-3
ISBN:	9783030574963

Financial models in production
Kettani, Othmane.

Financial models in production[electronic resource] /by Othmane Kettani, Adil Reghai. - Cham :Springer International Publishing :2020. - xiv, 61 p. :ill., digital ;24 cm. - SpringerBriefs in finance,2193-1720. - SpringerBriefs in finance..

1. Introduction -- 2. Black & Scholes Model -- 3. Local Volatility Model -- 4. Market Model P&L Explain.

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.

ISBN: 9783030574963

Standard No.: 10.1007/978-3-030-57496-3doiSubjects--Topical Terms:

647825
Options (Finance)
--Mathematical models.

LC Class. No.: HG6024.A3

Dewey Class. No.: 332.632283

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