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2019 Planner: A Year - 365 Daily - 52 Week-Daily Weekly Monthly Planner Calendar, Journal Planner and Notebook, Agenda Schedule Organizer, Appointment Notebook, Academic Student Planner with Pretty Floral Covering (January 2019 to December 2019)
2019 Planner: A Year - 365 Daily - 52 Week-Daily Weekly Monthly Planner Calendar, Journal Planner and Notebook, Agenda Schedule Organizer, Appointment Notebook, Academic Student Planner with Pretty Floral Covering (January 2019 to December 2019)
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Written by a leading practitioner and two leading academics, this book provides complete coverage of all of the leading methods for modelling basket products and addresses the multivariate structures involved. Part I of the book covers the statistical approach to modelling commodities and equities, including correlation, copulas and weighted Monte carlo and Part II covers the Asymptotic and PDE approach to modelling leading commodity and equity basket products, including Black-Scholes, diffusion models and volatility models. The authors provide all of the necessary machinery for pricing and hedging these products with coverage of the most common mistakes and problems encountered.
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