Market Practice In Financial Modelling

Discover the essential insights in "Market Practice In Financial Modelling" by Chia Chiang Tan, published by World Scientific Publishing Co Pte Ltd in 2012. This comprehensive hardback edition spans 440 pages and delves into the critical aspects of financial modeling across various asset classes, including rates, equities, and foreign exchange.

Gain a practitioner's perspective on how local versus stochastic volume influences the forward smile and explore the implications of mean reversion on forward volume. This book emphasizes key considerations and common themes that are vital for successful modeling in today's dynamic financial markets. Perfect for finance professionals and students alike, "Market Practice In Financial Modelling" is an invaluable resource for enhancing your understanding of derivative securities and mathematical models.