Financial models in production

DOI10.1007/978-3-030-57496-3zbMath1458.91006OpenAlexW4242994110MaRDI QIDQ2007481

Adil Reghai, Othmane Kettani

Publication date: 14 October 2020

Published in: SpringerBriefs in Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-57496-3

zbMATH Keywords

stochastic volatilityoption pricingrisk managementBlack-Scholes formulaequity derivativesvolatility dynamicsimplied volatility, local volatility pricer

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Production theory, theory of the firm (91B38) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)

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