Derivatives in Financial Markets with Stochastic Volatility

Derivatives in Financial Markets with Stochastic Volatility
Author :
Publisher : Cambridge University Press
Total Pages : 222
Release :
ISBN-10 : 0521791634
ISBN-13 : 9780521791632
Rating : 4/5 (34 Downloads)

Book Synopsis Derivatives in Financial Markets with Stochastic Volatility by : Jean-Pierre Fouque

Download or read book Derivatives in Financial Markets with Stochastic Volatility written by Jean-Pierre Fouque and published by Cambridge University Press. This book was released on 2000-07-03 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.


Derivatives in Financial Markets with Stochastic Volatility Related Books

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.
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Language: en
Pages: 456
Authors: Jean-Pierre Fouque
Categories: Mathematics
Type: BOOK - Published: 2011-09-29 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedgin
Financial Mathematics, Derivatives and Structured Products
Language: en
Pages: 397
Authors: Raymond H. Chan
Categories: Mathematics
Type: BOOK - Published: 2019-02-27 - Publisher: Springer

DOWNLOAD EBOOK

This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In a
Modelling and Simulation of Stochastic Volatility in Finance
Language: en
Pages: 219
Authors: Christian Kahl
Categories: Business & Economics
Type: BOOK - Published: 2008 - Publisher: Universal-Publishers

DOWNLOAD EBOOK

The famous Black-Scholes model was the starting point of a new financial industry and has been a very important pillar of all options trading since. One of its
Derivatives
Language: en
Pages: 381
Authors: Jiří Witzany
Categories: Business & Economics
Type: BOOK - Published: 2020-11-04 - Publisher: Springer Nature

DOWNLOAD EBOOK

This book helps students, researchers and quantitative finance practitioners to understand both basic and advanced topics in the valuation and modeling of finan