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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Volatility Surface and Term Structure
Language: en
Pages: 102

Volatility Surface and Term Structure

Authors: Kin Keung Lai
Categories: Business & Economics
Type: BOOK - Published: 2013-09-11 - Publisher: Routledge

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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