Stochastic Volatilty with Jumps : Models, Algorithms and Implementation Hardback
by Aleksandar (University of Warwick, UK) Mijatovic, Martijn (Imperial College, London, UK) Pistorius
Part of the Chapman & Hall/CRC Financial Mathematics Series series
Hardback
- Information
Description
This book presents a thorough treatment of tractable pricing algorithms and models for derivative markets.
It discusses the fundamentals of pricing theory, ideal for students and practitioners beginning their careers.
The book also covers cutting-edge modeling and risk management issues stemming from stochastic volatility processes with jumps.
It includes pseudo-code, exercises, and solutions to selected problems.
Information
-
Unavailable
- Format:Hardback
- Pages:356 pages, 50 Illustrations, black and white
- Publisher:Taylor & Francis Inc
- Publication Date:06/07/2017
- Category:
- ISBN:9781466556461
Information
-
Unavailable
- Format:Hardback
- Pages:356 pages, 50 Illustrations, black and white
- Publisher:Taylor & Francis Inc
- Publication Date:06/07/2017
- Category:
- ISBN:9781466556461