Market Practice In Financial Modelling is popular PDF and ePub book, written by Chia Chiang Tan in 2012-07-11, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Market Practice In Financial Modelling can be Read Online from any device for your convenience.
Market Practice In Financial Modelling Book PDF Summary
Written to bridge the gap between foundational quantitative finance and market practice, this book goes beyond the basics covered in most textbooks by presenting content concerning actual industry norms, thus resulting in a clearer picture of the field for the readers. These include, for instance, the practitioner's perspective of how local versus stochastic volatility affects forward smile, or the implications of mean reversion on forward volatility.Key considerations for modelling in rates, equities and foreign exchange are presented from the perspective of common themes across various assets, as well as their individual characteristics.The discussion on models emphasizes the key aspects that are relevant to the pricing of different types of financial derivatives, so that the reader can observe how an appropriate choice of models is essential in reflecting the risk profile and hedging considerations for different products.With the knowledge gleaned from this book, readers will attain a more comprehensive understanding of market practice in derivatives modelling.
Detail Book of Market Practice In Financial Modelling PDF
- Author : Chia Chiang Tan
- Release : 11 July 2012
- Publisher : World Scientific Publishing Company
- ISBN : 9789814434584
- Genre : Business & Economics
- Total Page : 439 pages
- Language : English
- PDF File Size : 21,6 Mb
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