Uncertain and Stochastic Volatility Models for Financial Derivatives

Uncertain and Stochastic Volatility Models for Financial Derivatives
Author :
Publisher :
Total Pages :
Release :
ISBN-10 : OCLC:930632351
ISBN-13 :
Rating : 4/5 (51 Downloads)

Book Synopsis Uncertain and Stochastic Volatility Models for Financial Derivatives by : Adam T. Smith

Download or read book Uncertain and Stochastic Volatility Models for Financial Derivatives written by Adam T. Smith and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Uncertain and Stochastic Volatility Models for Financial Derivatives Related Books

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

DOWNLOAD EBOOK

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

DOWNLOAD EBOOK

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

DOWNLOAD EBOOK

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

DOWNLOAD EBOOK

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 and the pricing of financial derivatives
Language: en
Pages: 358
Authors: Antoine Petrus Cornelius van der Ploeg
Categories:
Type: BOOK - Published: 2006 - Publisher: Rozenberg Publishers

DOWNLOAD EBOOK