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Uncertain and Stochastic Volatility Models for Financial Derivatives
Language: en
Pages:
Authors: Adam T. Smith
Categories:
Type: BOOK - Published: 2000 - Publisher:

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Derivatives in Financial Markets with Stochastic Volatility
Language: en
Pages: 222
Authors: Jean-Pierre Fouque
Categories: Business & Economics
Type: BOOK - Published: 2000-07-03 - Publisher: Cambridge University Press

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This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.
Uncertain Volatility Models
Language: en
Pages: 246
Authors: Robert Buff
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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This is one of the only books to describe uncertain volatility models in mathematical finance and their computer implementation for portfolios of vanilla, barri
Value Of Uncertainty, The: Dealing With Risk In The Equity Derivatives Market
Language: en
Pages: 438
Authors: George J Kaye
Categories: Business & Economics
Type: BOOK - Published: 2012-11-16 - Publisher: World Scientific Publishing Company

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Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage, has become a major so
Stochastic Volatility Modeling
Language: en
Pages: 520
Authors: Lorenzo Bergomi
Categories: Business & Economics
Type: BOOK - Published: 2015-12-16 - Publisher: CRC Press

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Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of d