Bøger af Uwe (MathFinance AG/HfB Business School) Wystup

Focuses on the modeling aspects, implementation issues, and looks at which model to use for which product, how the mathematics behind them works and how to code it up efficiently. This book moves beyond using the basic Black Scholes equation to explain various products, pricing models and numerical techniques for implementing a pricing model.

There has been an explosive growth in the number of corporates, investors and financial institutions turning to structured products to achieve cost savings, risk controls and yield enhancements.