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Market Practice In Financial Modelling
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Market Practice In Financial Modelling

Book Details

Format Hardback or Cased Book
ISBN-10 9814366544
ISBN-13 9789814366540
Publisher World Scientific Publishing Co Pte Ltd
Imprint World Scientific Publishing Co Pte Ltd
Country of Manufacture GB
Country of Publication GB
Publication Date Sep 7th, 2012
Print length 440 Pages
Weight 774 grams
Dimensions 15.80 x 22.90 x 2.80 cms
Product Classification: Investment & securities
Ksh 14,050.00
Werezi Extended Catalogue 0 in stock

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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.

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