0
Your cart

Your cart is empty

Books > Business & Economics > Finance & accounting > Finance

Not currently available

Model Calibration for Financial Derivatives - From Hedging to Pricing (Electronic book text)
Model Calibration for Financial Derivatives - From Hedging to Pricing (Electronic book text): Frederic Abergel

Model Calibration for Financial Derivatives - From Hedging to Pricing (Electronic book text)

Frederic Abergel

Series: The Wiley Finance Series

 (sign in to rate)

Bookmark and Share

We don't currently have any sources for this product. If you add this item to your wish list we will let you know when it becomes available.

Model calibration strategies and techniques for derivative products

The calibration of derivatives has evolved significantly, covering new ground like implied volatility surface static and dynamics, first and higher-generation exotics calibration, local and stochastic volatility models, interest rates or multi-asset correlation modeling, default time modeling, credit derivatives, and more. This book introduces the fundamentals of model calibration by taking an intuitive approach to the Black, Scholes, and Merton and revisiting it in an incomplete markets setting, applying to a range of hedging strategies.

General

Imprint: Standards Information Network
Country of origin: United States
Series: The Wiley Finance Series
Release date: April 2020
First published: 2012
Authors: Frederic Abergel
Format: Electronic book text
Pages: 224
ISBN-13: 978-1-119-95299-2
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
LSN: 1-119-95299-9
Barcode: 9781119952992

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

Partners