Financial Derivatives by Sandhya Singh

250.00

ISBN – 9789383758401

Ed. 2014

Pages – 293

Description

Contents:

  • Extension of Black Scholes
  • Volatility and Smile Surfaces
  • CEV Model, Jump Diffusion
  • Stochastic Volatility Models
  • Monte Carlo Simulation,
  • Finite Difference Method
  • Risk Measurement-Estimating Volatilities and Correlations
  • EWMA, Garch
  • Value at Risk and Stress Testing
  • Interest Rate Derivatives
  • The Libor Market Model
  • Mortgage Backed Securities
  • Credit VaR
  • Credit Derivatives
  • Introduction to Other Topics
  • Exotic Options