Pricing options using multifactor stochastic volatility models
für 44.10€ kaufen ··· 9783846542781 ··· 1036188200 ··· Accurate option pricing has been a main concern for financial quantitative practitioners and academics since the introduction of such instruments. The Black and Scholes option pricing formula is a cornerstone in the derivatives world nonetheless it is based on a set of unrealistic assumptions and does not explain volatility patterns. Pricing options using multifactor stochastic volatility models illustrates step by step why volatility has to be considered a variable that moves in a random fashion and why multifactor stochastic volatility models have become the most popular among practitioners. The book also presents a practical framework for building multifactor stochastic volatility models. Matlab codes are provided in the appendix. Hersteller: LAP Lambert Academic Publishing Marke: LAP Lambert Academic Publishing EAN: 9783846542781 Kat: Hardcover/Naturwissenschaften, Medizin, Informatik, Technik/Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik Lieferzeit: Sofort lieferbar Versandkosten: Ab 20¤ Versandkostenfrei in Deutschland Icon: https://www.inforius-bilder.de/bild/?I=%2BfjrM%2FOwkqHfNeONrt%2Bbb0VGDOps6FN%2FYD8YhISkbgc%3D Bild:
Affiliate Marketing
AdHoc MeldungenAffiliate & PublisherAdvertiser & MerchantAcademyAntwortenArtikelsucheAdventskalender
AffilitivProduktdatenPreisvergleich
