Derivatives in Financial Markets with Stochastic Volatility
Inbunden, Engelska, 2000
Av Jean-Pierre (North Carolina State University) Fouque, California) Papanicolaou, George (Stanford University, K. Ronnie Sircar, Jean-Pierre Fouque, George Papanicolaou
1 869 kr
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Fri frakt för medlemmar vid köp för minst 249 kr.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.
Produktinformation
- Utgivningsdatum2000-07-03
- Mått149 x 234 x 23 mm
- Vikt446 g
- FormatInbunden
- SpråkEngelska
- Antal sidor218
- FörlagCambridge University Press
- ISBN9780521791632
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