Derivatives in Financial Markets with Stochastic Volatility (Bog, Hardback, Engelsk)
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Derivatives in Financial Markets with Stochastic Volatility

(Bog, Hardback, Engelsk)
Forfattere: Jean-Pierre (North Carolina State University) Fouque, George (Stanford University Papanicolaou, K. Ronnie Sircar
Derivatives in Financial Markets with Stochastic Volatility
Forlag: Cambridge University Press

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Beskrivelse

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.

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Alle detaljer

Forlag Cambridge University Press
Forfattere Jean-Pierre (North Carolina State University) Fouque, George (Stanford University Papanicolaou, K. Ronnie Sircar
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 03-07-2000
Første udgivelsesår 2000
Originalsprog United Kingdom
Sideantal 218
Indbinding Hardback
Forlag Cambridge University Press
Sideoplysninger 218 pages
Mål 234 x 149 x 23
ISBN-13 / EAN-13 9780521791632