Code: 16870121
Option Valuation under Stochastic Volatility II
by Alan L Lewis
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 topics in quantitative finance. Topics include spectral theory for jump-d ... more
- Language:
English - Binding: Paperback
- Number of pages: 748
Publisher: Finance Press, 2016
- More about this
84.14 €
RRP: 90.48 €
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Book synopsis
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 topics in quantitative finance. Topics include spectral theory for jump-diffusions, boundary beh
Book details
84.14 €
- Full title: Option Valuation under Stochastic Volatility II
- Subtitle: With Mathematica Code
- Author: Alan L Lewis
- Language: English
- Binding: Paperback
- Number of pages: 748
- EAN: 9780967637211
- ISBN: 096763721X
- ID: 16870121
- Publisher: Finance Press
- Weight: 1275 g
- Dimensions: 254 × 178 × 38 mm
- Date of publishing: 12. May 2016
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