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: 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
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