Option Valuation Under Stochastic Volatility

Option Valuation Under Stochastic Volatility
Author :
Publisher :
Total Pages : 372
Release :
ISBN-10 : UOM:39015049475927
ISBN-13 :
Rating : 4/5 (27 Downloads)

Book Synopsis Option Valuation Under Stochastic Volatility by : Alan L. Lewis

Download or read book Option Valuation Under Stochastic Volatility written by Alan L. Lewis and published by . This book was released on 2000 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Option Valuation Under Stochastic Volatility Related Books

Option Valuation Under Stochastic Volatility
Language: en
Pages: 372
Authors: Alan L. Lewis
Categories: Business & Economics
Type: BOOK - Published: 2000 - Publisher:

DOWNLOAD EBOOK

Option Valuation Under Stochastic Volatility II
Language: en
Pages: 748
Authors: Alan L. Lewis
Categories:
Type: BOOK - Published: 2016-05-12 - Publisher:

DOWNLOAD EBOOK

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 top
Option Valuation Under Stochastic Volatility
Language: en
Pages: 66
Authors: Robert Dent Reeves
Categories:
Type: BOOK - Published: 1989 - Publisher:

DOWNLOAD EBOOK

Derivatives in Financial Markets with Stochastic Volatility
Language: en
Pages: 222
Authors: Jean-Pierre Fouque
Categories: Business & Economics
Type: BOOK - Published: 2000-07-03 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.
Option Pricing Under Stochastic Volatility
Language: en
Pages: 388
Authors: Dimitrios Gkamas
Categories:
Type: BOOK - Published: 2002 - Publisher:

DOWNLOAD EBOOK