Derivatives in Financial Markets with Stochastic Volatility

Derivatives in Financial Markets with Stochastic Volatility
Author: Jean-Pierre Fouque
Publisher: Cambridge University Press
Total Pages: 222
Release: 2000-07-03
Genre: Business & Economics
ISBN: 9780521791632


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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
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.
Derivatives in Financial Markets with Stochastic Volatility
Language: en
Pages: 201
Authors: Jean-Pierre Fouque
Categories:
Type: BOOK - Published: 2000 - Publisher:

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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

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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

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Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedgin
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