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  3. Stokastik

Financial Models in Production

Af: Othmane Kettani, Adil Reghai Engelsk Paperback

Financial Models in Production

Af: Othmane Kettani, Adil Reghai Engelsk Paperback
Tjek vores konkurrenters priser
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. 

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Tjek vores konkurrenters priser
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. 

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Se mere i:
Produktdetaljer
Sprog: Engelsk
Sider: 61
ISBN-13: 9783030574956
Indbinding: Paperback
Udgave:
ISBN-10: 3030574954
Kategori: Stokastik
Udg. Dato: 17 sep 2020
Længde: 0mm
Bredde: 155mm
Højde: 235mm
Forlag: Springer Nature Switzerland AG
Oplagsdato: 17 sep 2020
Forfatter(e): Othmane Kettani, Adil Reghai
Forfatter(e) Othmane Kettani, Adil Reghai

Kategori Stokastik

ISBN-13 9783030574956

Sprog Engelsk

Indbinding Paperback

Sider 61

Udgave

Længde 0mm

Bredde 155mm

Højde 235mm

Udg. Dato 17 sep 2020

Oplagsdato 17 sep 2020

Forlag Springer Nature Switzerland AG

Kategori sammenhænge