Valuation And Volatility
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This textbook provides a first-hand account of impact of volatility on valuations. It focuses on valuation of the investment with fair, practical and insightful
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It is now abundantly clear that stock volatility is a contagious disease that spreads virulently from market to market around the world. Price changes in one ma
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This book is a sequel to the author's well-received "Option Valuation under Stochastic Volatility." It extends that work to jump-diffusions and many related top