Overview
- Provides a practical guide to the implementation and use of financial models for pricing and risk-management
- Summarizes recent developments in the evolving world of exotics
- Features a discussion on how to price Autocallables
- Provides code (upon request) on how the models can be implemented in practice
Part of the book series: SpringerBriefs in Finance (BRIEFSFINANCE)
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Table of contents (4 chapters)
Keywords
About this book
The book is primarily aimed at market practitioners (traders, risk managers, risk control, top managers), as well as Masters students in Quantitative/Mathematical Finance. It will also be useful for instructors hoping to enrich their courses with practical examples. The prerequisites are basic stochastic calculus and a general knowledge of financial markets and financial derivatives.
Authors and Affiliations
About the authors
Othmane Kettani holds a Master of Research and a PhD in Finance from Paris I Panthéon-Sorbonne University, as well as a University Degree in Business Law from Paris II Panthéon-Assas University. He also graduated from Supélec and ESCP Europe. He works now as equity derivatives research quant at Natixis, and is a part-time lecturer at Paris I University (Master of Research Financial Markets and Risk Management, Course Option Pricing Theory).
Bibliographic Information
Book Title: Financial Models in Production
Authors: Othmane Kettani, Adil Reghai
Series Title: SpringerBriefs in Finance
DOI: https://doi.org/10.1007/978-3-030-57496-3
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Author(s), under exclusive license to Springer Nature Switzerland AG 2020
Softcover ISBN: 978-3-030-57495-6Published: 17 September 2020
eBook ISBN: 978-3-030-57496-3Published: 16 September 2020
Series ISSN: 2193-1720
Series E-ISSN: 2193-1739
Edition Number: 1
Number of Pages: XIV, 61
Number of Illustrations: 11 b/w illustrations, 21 illustrations in colour
Topics: Probability Theory and Stochastic Processes, Financial Services, Applications of Mathematics, Simulation and Modeling