Model Calibration for Financial Derivatives is popular PDF and ePub book, written by Frederic Abergel in 2015-05-04, 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, Model Calibration for Financial Derivatives can be Read Online from any device for your convenience.

Model Calibration for Financial Derivatives Book PDF Summary

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.

Detail Book of Model Calibration for Financial Derivatives PDF

Model Calibration for Financial Derivatives
  • Author : Frederic Abergel
  • Release : 04 May 2015
  • Publisher : Wiley
  • ISBN : 1119952247
  • Genre : Business & Economics
  • Total Page : 384 pages
  • Language : English
  • PDF File Size : 11,5 Mb

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