Stochastic Volatility Modeling(Chapman and Hall/CRC Financial Mathematics Series)

随机波动建模(丛书)

政治经济学

原   价:
776.00
售   价:
621.00
优惠
平台大促 低至8折优惠
作      者
出  版 社
出版时间
2016年01月05日
装      帧
精装
ISBN
9781482244069
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页      码
524
开      本
6-1/8x9-1/4
语      种
英文
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图书简介
Written by a leading contributor to volatility modeling and Risk’s 2009 Quant of the Year, this book explains how stochastic volatility is used to tackle practical issues arising in the modeling of derivatives. With many unpublished results and insights, the book addresses the practicalities of modeling local volatility, local-stochastic volatility, and multi-asset stochastic volatility. It covers forward-start options, variance swaps, options on realized variance, timer options, VIX futures and options, and daily cliquets.
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