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Emanuel Derman

The Volatility Smile

Ebook (PDF Format)

The Volatility Smile provides an accessible account of both the classic Black-Scholes-Merton option model and the newer extensions of the model that have been developed over the past forty years. In contrast to textbooks that accentuate formality over intuition and understanding, The Volatility Smile explores both the ideas and the mathematics behind the models, walking a middle line between the rigor of the academic world and the practical insights of the trading desk. Based on a clear formulation of the principles of financial modeling, The Volatility Smile is also a book about how to evaluate and build financial models. Prior to the 1987 g… Mehr

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Produktdetails


Weitere Autoren: Miller, Michael B. / Park, David
  • ISBN: 978-1-118-95917-6
  • EAN: 9781118959176
  • Produktnummer: 20662634
  • Verlag: John Wiley & Sons
  • Sprache: Englisch
  • Erscheinungsjahr: 2016
  • Seitenangabe: 528 S.
  • Plattform: PDF
  • Masse: 18'391 KB
  • Auflage: 1. Auflage

Über den Autor


EMANUEL DERMAN is a professor at Columbia University, where he directs its financial engineering program. He is the author of My Life as a Quant and Models.Behaving.Badly. MICHAEL B. MILLER is the founder and CEO of Northstar Risk Corp. He is the author of Mathematics and Statistics for Financial Risk Management, Second Edition.

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