Option Valuation Under Stochastic Volatility

Option Valuation Under Stochastic Volatility
Author :
Publisher :
Total Pages : 372
Release :
ISBN-10 : UOM:39015049475927
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Option Valuation Under Stochastic Volatility by : Alan L. Lewis

Download or read book Option Valuation Under Stochastic Volatility written by Alan L. Lewis and published by . This book was released on 2000 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Option Valuation Under Stochastic Volatility Related Books

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

DOWNLOAD EBOOK

Option Valuation Under Stochastic Volatility II
Language: en
Pages: 748
Authors: Alan L. Lewis
Categories:
Type: BOOK - Published: 2016-05-12 - Publisher:

DOWNLOAD EBOOK

This book is a sequel to the author's well-received "Option Valuation under Stochastic Volatility." It extends that work to jump-diffusions and many related top
Statistical Tools for Finance and Insurance
Language: en
Pages: 534
Authors: Pavel Čižek
Categories: Business & Economics
Type: BOOK - Published: 2005 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Statistical Tools in Finance and Insurance presents ready-to-use solutions, theoretical developments and method construction for many practical problems in quan
Derivatives in Financial Markets with Stochastic Volatility
Language: en
Pages: 222
Authors: Jean-Pierre Fouque
Categories: Business & Economics
Type: BOOK - Published: 2000-07-03 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.
The Heston Model and Its Extensions in VBA
Language: en
Pages: 359
Authors: Fabrice D. Rouah
Categories: Business & Economics
Type: BOOK - Published: 2015-04-27 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using