Stochastic volatility and the pricing of financial derivatives

Stochastic volatility and the pricing of financial derivatives
Author :
Publisher : Rozenberg Publishers
Total Pages : 358
Release :
ISBN-10 : 9789051705775
ISBN-13 : 9051705778
Rating : 4/5 (778 Downloads)

Book Synopsis Stochastic volatility and the pricing of financial derivatives by : Antoine Petrus Cornelius van der Ploeg

Download or read book Stochastic volatility and the pricing of financial derivatives written by Antoine Petrus Cornelius van der Ploeg and published by Rozenberg Publishers. This book was released on 2006 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic volatility and the pricing of financial derivatives Related Books

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

GET 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

GET 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

GET EBOOK

Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedgin
The Volatility Surface
Language: en
Pages: 204
Authors: Jim Gatheral
Categories: Business & Economics
Type: BOOK - Published: 2011-03-10 - Publisher: John Wiley & Sons

GET EBOOK

Praise for The Volatility Surface "I'm thrilled by the appearance of Jim Gatheral's new book The Volatility Surface. The literature on stochastic volatility is
Derivatives in Financial Markets with Stochastic Volatility
Language: en
Pages: 201
Authors: Jean-Pierre Fouque
Categories:
Type: BOOK - Published: 2000 - Publisher:

GET EBOOK