Market Practice In Financial Modelling - Tan, Chia Chiang (Deutsche Bank) - Books - World Scientific Publishing Co Pte Ltd - 9789814366540 - September 7, 2012
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Tan, Chia Chiang (Deutsche Bank)
Market Practice In Financial Modelling

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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.

200 pages, black & white tables, figures

Media Books     Hardcover Book   (Book with hard spine and cover)
Released September 7, 2012
ISBN13 9789814366540
Publishers World Scientific Publishing Co Pte Ltd
Pages 440
Dimensions 229 × 158 × 28 mm   ·   774 g

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