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Derivatives in Financial Markets with Stochastic Volatility
Jean-Pierre Fouque • George Papanicolaou • K Ronnie Sircar • Jean-Pierre Fouque • George Papanicolaou
Inbunden
1919:-
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This book, first published in 2000, addresses financial mathematics of pricing and hedging derivative securities in uncertain and changing market volatility. The mathematics is introduced through examples and illustrated with simulations, and the modeling approach described is validated and tested on market data. The material is suitable for a one-semester course for graduate students.
- Format: Inbunden
- ISBN: 9780521791632
- Språk: Engelska
- Antal sidor: 218
- Utgivningsdatum: 2000-07-03
- Förlag: Cambridge University Press