Remarks on Basics of Financial Modeling

11 Pages Posted: 14 Mar 2009 Last revised: 15 Jun 2016

Date Written: March 13, 2009

Abstract

In this notice some comments on benchmark derivatives valuations are provided.

Keywords: options pricing, risk neutral pricing, local volatility, copula, cds

JEL Classification: G12, G13

Suggested Citation

Gikhman, Ilya I., Remarks on Basics of Financial Modeling (March 13, 2009). Available at SSRN: https://ssrn.com/abstract=1359359 or http://dx.doi.org/10.2139/ssrn.1359359

Ilya I. Gikhman (Contact Author)

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6077 Ivy Woods Court
Mason, OH 45040
513-573-9348 (Phone)

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