Derivatives in Financial Markets with Stochastic Volatility - Fouque, Jean-Pierre (North Carolina State University) - Livros - Cambridge University Press - 9780521791632 - 3 de julho de 2000
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Derivatives in Financial Markets with Stochastic Volatility

Fouque, Jean-Pierre (North Carolina State University)

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Derivatives in Financial Markets with Stochastic Volatility

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

Mídia Livros     Hardcover Book   (Livro com lombada e capa dura)
Lançado 3 de julho de 2000
ISBN13 9780521791632
Editoras Cambridge University Press
Páginas 218
Dimensões 149 × 234 × 23 mm   ·   446 g
Idioma English