Jump Diffusion and Stochastic Volatility Models in Securities Pricing

Jump Diffusion and Stochastic Volatility Models in Securities Pricing
Author: Mthuli Ncube
Publisher:
Total Pages: 124
Release: 2012
Genre:
ISBN: 9783659241192


Download Jump Diffusion and Stochastic Volatility Models in Securities Pricing Book in PDF, Epub and Kindle


Jump Diffusion and Stochastic Volatility Models in Securities Pricing
Language: en
Pages: 124
Authors: Mthuli Ncube
Categories:
Type: BOOK - Published: 2012 - Publisher:

GET EBOOK

Pricing Stock Options in a Jump-diffusion Model with Stochastic Volatility and Interest Rates
Language: en
Pages: 60
Authors: Louis O. Scott
Categories:
Type: BOOK - Published: 1995 - Publisher:

GET EBOOK

Application of Stochastic Volatility Models in Option Pricing
Language: de
Pages: 59
Authors: Pascal Debus
Categories: Business & Economics
Type: BOOK - Published: 2013-09-09 - Publisher: GRIN Verlag

GET EBOOK

Bachelorarbeit aus dem Jahr 2010 im Fachbereich BWL - Investition und Finanzierung, Note: 1,2, EBS Universität für Wirtschaft und Recht, Sprache: Deutsch, Abs
Stochastic Modeling of Stock Prices Incorporating Jump Diffusion and Shot Noise Models
Language: en
Pages: 103
Authors: Daniel Janocha
Categories: Mathematics
Type: BOOK - Published: 2016-08-01 - Publisher: GRIN Verlag

GET EBOOK

Master's Thesis from the year 2016 in the subject Mathematics - Stochastics, grade: 1,7, Technical University of Darmstadt (Forschungsgebiet Stochastik), course
Numerical Analysis Of Stochastic Volatility Jump Diffusion Models
Language: en
Pages: 104
Authors: Abdelilah Jraifi
Categories:
Type: BOOK - Published: 2014-06-30 - Publisher: LAP Lambert Academic Publishing

GET EBOOK

In the modern economic world, the options contracts are used because they allow to hedge against the vagaries and risks refers to fluctuations in the prices of