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Viac informácií o knihe Derivatives in Financial Markets with Stochastic Volatility

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

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Anotácia knihy

This book, first published in 2000, addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. It presents mathematical and statistical tools that exploit the bursty nature of market volatility. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one semester course for graduate students who have had exposure to methods of stochastic modeling and arbitrage pricing theory in finance. It is easily accessible to derivatives practitioners in the financial engineering industry.

Parametre knihy

• Celý názov: Derivatives in Financial Markets with Stochastic Volatility
• Autor: Jean-Pierre FouqueGeorge PapanicolaouK. Ronnie Sircar
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 218
• EAN: 9780521791632
• ISBN: 0521791634
• ID: 02043437
• Nakladateľ: Cambridge University Press
• Hmotnosť: 446 g
• Rozmery: 234 × 149 × 23 mm
• Dátum vydania: 03. July 2000

Obľúbené z iného súdka

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