Pricing and Hedging Index Options Under Stochastic Volatility

Pricing and Hedging Index Options Under Stochastic Volatility
Author: Saikat Nandi
Publisher:
Total Pages: 48
Release: 1996
Genre: Hedging (Finance)
ISBN:
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Pricing and Hedging Index Options Under Stochastic Volatility
Language: en
Pages: 48

Pricing and Hedging Index Options Under Stochastic Volatility

Authors: Saikat Nandi
Categories: Hedging (Finance)
Type: BOOK - Published: 1996 - Publisher:

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Pricing and Hedging Long-Term Options
Language: en
Pages:

Pricing and Hedging Long-Term Options

Authors: Zhiwu Chen
Categories:
Type: BOOK - Published: 2000 - Publisher:

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Recent empirical studies find that once an option pricing model has incorporated stochastic volatility, allowing interest rates to be stochastic does not improv
Option Hedging and Valuation Under Stochastic Volatility
Language: en
Pages: 292

Option Hedging and Valuation Under Stochastic Volatility

Authors: Joshua Rosenberg
Categories: Foreign exchange rates
Type: BOOK - Published: 1996 - Publisher:

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Pricing and Hedging Exotic Options in Stochastic Volatility Models
Language: en
Pages:

Pricing and Hedging Exotic Options in Stochastic Volatility Models

Authors: Zhanyu Chen
Categories:
Type: BOOK - Published: 2013 - Publisher:

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Recent Developments in Mathematical Finance
Language: en
Pages: 286

Recent Developments in Mathematical Finance

Authors: Jiongmin Yong
Categories: Mathematics
Type: BOOK - Published: 2002 - Publisher: World Scientific

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The book deals with topics such as the pricing of various contingent claims within different frameworks, risk-sensitive problems, optimal investment, defaultabl