Option Hedging and Valuation Under Stochastic Volatility

Option Hedging and Valuation Under Stochastic Volatility
Author: Joshua Rosenberg
Publisher:
Total Pages: 292
Release: 1996
Genre: Foreign exchange rates
ISBN:


Download Option Hedging and Valuation Under Stochastic Volatility Book in PDF, Epub and Kindle


Option Hedging and Valuation Under Stochastic Volatility
Language: en
Pages: 292
Authors: Joshua Rosenberg
Categories: Foreign exchange rates
Type: BOOK - Published: 1996 - Publisher:

GET EBOOK

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
Option Valuation Under Stochastic Volatility
Language: en
Pages: 372
Authors: Alan L. Lewis
Categories: Business & Economics
Type: BOOK - Published: 2000 - Publisher:

GET EBOOK

Pricing and Hedging Index Options Under Stochastic Volatility
Language: en
Pages: 48
Authors: Saikat Nandi
Categories: Hedging (Finance)
Type: BOOK - Published: 1996 - Publisher:

GET EBOOK

Volatility Surface and Term Structure
Language: en
Pages: 102
Authors: Kin Keung Lai
Categories: Business & Economics
Type: BOOK - Published: 2013-09-11 - Publisher: Routledge

GET EBOOK

This book provides different financial models based on options to predict underlying asset price and design the risk hedging strategies. Authors of the book hav