Quantitative Finance: Back to Basic Principles - Softcover

Reghai, A.

 
9781349490271: Quantitative Finance: Back to Basic Principles

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Synopsis

1. Financial Modeling 2. About Modeling 3. From Black & Scholes to the Emergence of the Smile Modeling 4. What is the Fair Value in the Presence of the Smile? 5. Mono Underlying Risk Exploration 6. A General Pricing Formula 7. Multi Asset Case 8. Discounting and General Value Adjustment Techniques 9. Investment Algorithms 10. Building Monitoring Signals 11. Conclusion

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