Search Results for: Stochastic Volatility Modeling

The famous Black-Scholes model was the starting point of a new financial industry and has been a very important pillar of all options trading since. One of its

A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communication

Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedgin

Presenting advanced topics in financial econometrics and theoretical finance, this guide is divided into three main parts.

Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility model