This book gives a comprehensive introduction to the modeling of
financial derivatives, covering all major asset classes (equities,
commodities, interest rates and foreign exchange) and stretching
from Black and Scholes' lognormal modeling to current-day research
on skew and smile models. The intended reader has a solid
mathematical background and is a graduate/final-year undergraduate
student specializing in Mathematical Finance, or works at a
financial institution such as an investment bank or a hedge fund.
General
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