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"This book contains contributions by the best-known and consequential researchers who, over several decades, shaped the field of financial engineering. It presents a comprehensive and unique perspective on the historical development and the current state of derivatives research. The book covers...
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| Main Authors: | |
|---|---|
| Group Author: | ; ; |
| Published: |
World Scientific,
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| Publisher Address: | New Jersey, NJ : |
| Publication Dates: | [2023] |
| Literature type: | Book |
| Language: | English |
| Series: |
World scientific lecture notes in finance,
volume 7 |
| Subjects: | |
| Summary: |
"This book contains contributions by the best-known and consequential researchers who, over several decades, shaped the field of financial engineering. It presents a comprehensive and unique perspective on the historical development and the current state of derivatives research. The book covers classical and modern approaches to option pricing, realized and implied volatilities, classical and rough stochastic processes, and contingent claims analysis in corporate finance. The book is invaluable for students, academic researchers, and practitioners working with financial derivatives, market regulation, trading, risk management, and corporate decision-making"-- |
| Carrier Form: | xxiii, 529 pages : color illustrations ; 24 cm. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
9789811255861 9811255865 |
| Index Number: | HG6024 |
| CLC: | F830.59 |
| Call Number: | F830.59/G381 |