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Market Practice in Financial Modelling

Tan Chia Chiang




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 | #2036916 in eBooks |  2012-07-11 |  2012-07-11 | File type: PDF

|| |"This book stands out since it covers topics often neglected but of utmost importance in derivatives modelling (e.g., the connection between interest rates randomness and foreign exchange randomness for long-dated FX, or the omni-present local and stochasti

Written to bridge the gap between foundational quantitative finance and market practice, this book goes beyond the basics covered in most textbooks by presenting content concerning actual industry norms, thus resulting in a clearer picture of the field for the readers. These include, for instance, the practitioner's perspective of how local versus stochastic volatility affects forward smile, or the implications of mean reversion on forward volatility.

Key consid...

You easily download any file type for your gadget.Market Practice in Financial Modelling   |  Tan Chia Chiang. Which are the reasons I like to read books. Great story by a great author.

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