Market practice in financial modelling
Auteur :
Tan, Chia Chiang
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814366540
Date de publication :
7 sept. 2012
Langue :
Anglais
Pays d'origine :
Singapour
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.