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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
Fouque, Jean-Pierre (North Carolina State University)
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
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 3 de julio de 2000 |
| ISBN13 | 9780521791632 |
| Editores | Cambridge University Press |
| Páginas | 218 |
| Dimensiones | 149 × 234 × 23 mm · 446 g |
| Lengua | Inglés |
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