Financial Models in Production
-62%
Availability: In Stock

Financial Models in Production

SKU: 9783030574963

Original price was: $64.99.Current price is: $24.99.

Access Financial Models in Production Now. Discount up to 90%

Categories: ,

Additional information

Full Title

Financial Models in Production
Author(s)

Othmane Kettani, Adil Reghai
Edition
ISBN

9783030574963, 9783030574956
Publisher

Springer
Format

PDF and EPUB

Description

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. 

Related products