Coverart for item
The Resource Financial Models in Production, by Othmane Kettani, Adil Reghai, (electronic resource)

Financial Models in Production, by Othmane Kettani, Adil Reghai, (electronic resource)

Label
Financial Models in Production
Title
Financial Models in Production
Statement of responsibility
by Othmane Kettani, Adil Reghai
Creator
Contributor
Author
Subject
Language
eng
Summary
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.--
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Kettani, Othmane
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Reghai, Adil
Series statement
  • SpringerBriefs in Finance,
  • Springer eBooks.
http://library.link/vocab/subjectName
  • Probabilities
  • Bank marketing
  • Applied mathematics
  • Engineering mathematics
  • Computer simulation
Label
Financial Models in Production, by Othmane Kettani, Adil Reghai, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://doi.org/10.1007/978-3-030-57496-3
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Introduction -- 2. Black & Scholes Model -- 3. Local Volatility Model -- 4. Market Model P&L Explain
Control code
978-3-030-57496-3
Dimensions
unknown
Edition
1st ed. 2020.
Extent
1 online resource
File format
multiple file formats
Form of item
  • online
  • electronic
Isbn
9783030574963
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
Label
Financial Models in Production, by Othmane Kettani, Adil Reghai, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://doi.org/10.1007/978-3-030-57496-3
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Introduction -- 2. Black & Scholes Model -- 3. Local Volatility Model -- 4. Market Model P&L Explain
Control code
978-3-030-57496-3
Dimensions
unknown
Edition
1st ed. 2020.
Extent
1 online resource
File format
multiple file formats
Form of item
  • online
  • electronic
Isbn
9783030574963
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote

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