Model Calibration for Financial Derivatives: From Hedging to Pricing
Author:   Frederic Abergel
Publisher:   John Wiley & Sons Inc
ISBN:  

9781119952244


Pages:   384
Publication Date:   23 May 2014
Format:   Hardback
Availability:   Not yet available   Availability explained
This item is yet to be released. You can pre-order this item and we will dispatch it to you upon its release.

Our Price $155.25 Quantity:  
Add to Cart

Share |

Model Calibration for Financial Derivatives: From Hedging to Pricing


Add your own review!

Overview

This title presents 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.

Full Product Details

Author:   Frederic Abergel
Publisher:   John Wiley & Sons Inc
Imprint:   John Wiley & Sons Inc
ISBN:  

9781119952244


ISBN 10:   1119952247
Pages:   384
Publication Date:   23 May 2014
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Not yet available   Availability explained
This item is yet to be released. You can pre-order this item and we will dispatch it to you upon its release.

Table of Contents

Reviews

Author Information

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
 Shopping cart
Mailing List

 

Sign up now