Financial models in production

DOI10.1007/978-3-030-57496-3MaRDI QIDQ2007481zbMATH OpenOpenAlexFDO

Authors Othmane Kettani, Adil Reghai

Publication date 14 October 2020

Published in SpringerBriefs in Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-57496-3

zbMATH Keywords

option pricingrisk managementstochastic volatilityBlack-Scholes formulaequity derivativesvolatility dynamicsimplied volatility, local volatility pricer

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Production theory, theory of the firm (91B38) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Recommendations

• Financial modelling
• Mathematical model and optimization in production investment.
• Modeling of financial supply chain
• Efficiency and productivity growth. Modelling in the financial services industry
• A dynamic model of production
• scientific article; zbMATH DE number 847292
• Production and Inventory Model Using Net Present Value
• Using the economical-mathematical modelling in the constructive preparation of production
• Introduction to financial models for management and planning

Cited in

(3)

• scientific article; zbMATH DE number 2196411 (Why is no real title available?)
• Volatility. Practical options theory
• Allowing for external factors in production-financial models of transition economy

This page was built for publication: Financial models in production

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2007481)