Abstract
This chapter covers general derivatives modeling questions such as: What do the various market participants expect from a derivatives model? How can the model variables be determined? How should a model be used? What are the model limitations? How should a model be tested?
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References
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© 2011 Springer-Verlag Berlin Heidelberg
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Ekstrand, C. (2011). Derivatives Modeling in Practice. In: Financial Derivatives Modeling. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-22155-2_4
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DOI: https://doi.org/10.1007/978-3-642-22155-2_4
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-22154-5
Online ISBN: 978-3-642-22155-2
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