Option Valuation Under Stochastic Volatility: With Mathematica Code
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Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days, Real shipping costs can differ.
Von Händler/Antiquariat, steve98654.
Provides an advanced treatment of option pricing for traders, money managers, and researchers, covering the new generation of option models where both the stock price and its volatility follow diffusion processes. Shows how these new models help explain important features of real-world option pricing that are not captured by the Black-Scholes model, discussing features such as the "smile" pattern and the term structure of implied volatility. Coverage includes the fundamental transform, the volatility of volatility series expansion, and the term structure of implied volatility. Includes Mathematica code for key formulas and many illustrations. Lewis has been active in option valuation and related financial research for some 20 years. Annotation c. Book News, Inc., Portland, OR (booknews.com), Paperback, Label: Finance Pr, Finance Pr, Product group: Book, Published: 2000-02-01, Studio: Finance Pr, Sales rank: 1918026.

Lieferung aus: Vereinigte Staaten von Amerika, free shipping to: USA.
Von Händler/Antiquariat, Books Express.
2000-07-09. Good. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. May be ex-library. Shipping & Handling by region. Buy with confidence, excellent customer service!

Lieferung aus: Vereinigte Staaten von Amerika, plus shipping, Shipping area: DOM.
Von Händler/Antiquariat, booklab, VA, Chantilly, [RE:3].
Great customer service. You will be happy! Paperback.

Lieferung aus: Vereinigte Staaten von Amerika, Shipping costs to: USA.
Von Händler/Antiquariat, Cloud 9 Books.
Finance Pr. PAPERBACK. 0967637201 Like New Condition. . Fine.

Lieferung aus: Vereinigte Staaten von Amerika, plus shipping, Shipping area: DOM.
Von Händler/Antiquariat, More Books, FL, MIAMI, [RE:3].
Paperback.