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Derivatives in Financial Markets with Stochastic Volatility Fouque, Jean-Pierre (North Carolina State University)
Derivatives in Financial Markets with Stochastic Volatility
Fouque, Jean-Pierre (North Carolina State University)
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.
218 pages, illustrations
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2000. gada 3. jūlijs |
| ISBN13 | 9780521791632 |
| Izdevēji | Cambridge University Press |
| Lapas | 218 |
| Izmēri | 149 × 234 × 23 mm · 464 g |
| Valoda | Angļu |
Ziemassvētku dāvanas var atgriezt līdz 31. janvārim