Financial derivatives modeling

DOI10.1007/978-3-642-22155-2MaRDI QIDQ3013100zbMATH OpenOpenAlexFDO

Authors C. Ekstrand

Publication date 8 July 2011

Full work available at URL https://doi.org/10.1007/978-3-642-22155-2

zbMATH Keywords

financial derivatives modellingoptions pricingrisk management

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Derivative securities (option pricing, hedging, etc.) (91G20)

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(8)

• Financial modelling
• Modellierung derivater Finanzinstrumente
• Valuation of derivative products. From fundamental theorems to coverage under risk constraint
• Exotic derivatives and risk. Theory, extensions and applications. With foreword by Harry M. Markowitz.
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• Financial models with defaultable numéraires

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