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Description
Market Practice in Financial ModellingWritten to bridge the gap between foundational quantitative finance and market practice, this book goes beyond the basics covered in most textbooks by presenting content concerning actual industry norms, thus resulting in a clearer picture of the field for the readers. These include, for instance, the practitioner's perspective of how local versus stochastic volatility affects forward smile, or the implications of mean reversion on forward volatility.
Written to bridge the gap between foundational quantitative finance and market practice, this book goes beyond the basics covered in most textbooks by presenting content concerning actual industry norms, thus resulting in a clearer picture of the field for the readers. These include, for instance, the practitioner's perspective of how local versus stochastic volatility affects forward smile, or the implications of mean reversion on forward volatility.Key considerations for modelling in rates, equities and foreign exchange are presented from the perspective of common themes across various assets, as well as their individual characteristics.The discussion on models emphasizes the key aspects that are relevant to the pricing of different types of financial derivatives, so that the reader can observe how an appropriate choice of models is essential in reflecting the risk profile and hedging considerations for different products.With the knowledge gleaned from this book, readers will attain a more comprehensive understanding of market practice in derivatives modelling.Shipping Notes
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★★★★★ 5
Good purchase
Color: Gold, Color: Gold
It matches my decor and it was easy to assemble. I have been using it for the past month and so far it has done what’s it’s supposed to do, look pretty and hold the tissue roll in place. I am sure it will last years.
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Reviewed in the United States on January 27, 2026
★★★★★ 4
Good enough
Color: Black
It works but I find it gets pretty dirty on the bottom of it. I’m not sure how but I have to clean it every so often
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Reviewed in the United States on December 2, 2025
★★★★★ 5
Works fine
Color: Black, Color: Black
I got this for the paper towel in the bathroom. It was easy to put together and it works fine
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Reviewed in the United States on May 16, 2026
★★★★★ 3
Sharp Edges.
Color: Gold
Pretty Appearance, BUT the base is very thin and RAZOR SHARP. I almost sent it back, but I had matching gold border tape which I added to it to cover those sharp edges.
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Reviewed in the United States on April 26, 2026
★★★★★ 5
Everything about the paper towel holder is right on
Color: White
This paper towel holder is the right size it's very light weight, very ease to use, very is ease to remove the quality of this paper towel holder is great and it's very durable
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Reviewed in the United States on March 25, 2026