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Book cover of Market Practice in Financial Modelling by Tan, Chia Chiang - 9789814366540

Market Practice in Financial Modelling

by Tan, Chia Chiang

Format: Hardback
Publisher: World Scientific Publishing UK
Date of publication: 2012-08-29    Available for pre-order
Shipped From: UK
Price: NZ$92.29


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Description: Written to bridge the gap between foundational quantitative finance and market practice, this book goes beyond the basics covered in most textbooks by presenting content concerning actual industry norms, thus resulting in a clearer picture of the field for the readers. These include, for instance, the practitioner's perspective of how local versus stochastic volume affects forward smile, or the implications of mean reversion on forward volume. Key considerations for modeling in rates, equities and foreign exchange are presented from the perspective of common themes across various assets, as well as their individual characteristics. The discussion on models emphasizes the key aspects that are relevant to the pricing of different types of financial derivatives, so that the reader can observe how an appropriate choice of models is essential in reflecting the risk profile and hedging considerations for different products. With the knowledge gleaned from this book, readers will attain a more comprehensive understanding of market practice in derivatives modeling.
In-Stock: 20
Weight: 1660g
Subject Keywords: Business,Economics,Finance
ISBN: 9789814366540
Genre: Business & Economics (Economics & Finance)

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