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Market Practice in Financial Modelling Tan, Chia Chiang (Deutsche Bank)
Market Practice in Financial Modelling
Tan, Chia Chiang (Deutsche Bank)
Includes the practitioner's perspective of how local versus stochastic volume affects forward smile, and the implications of mean reversion on forward volume. This title presents key considerations for modeling in rates, equities and foreign exchange from the perspective of common themes across various assets.
200 pages, black & white tables, figures
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 7 de setembro de 2012 |
| ISBN13 | 9789814366540 |
| Editoras | World Scientific Publishing Co Pte Ltd |
| Páginas | 440 |
| Dimensões | 229 × 158 × 28 mm · 774 g |