Posted by **arundhati** at April 12, 2015

2011 | ISBN-10: 0521843588 | 456 pages | PDF | 3,5 MB

Posted by **tanas.olesya** at Oct. 22, 2014

Finance Pr | February 1, 2000 | English | ISBN: 0967637201 | 350 pages | PDF | 26 MB

This book provides an advanced treatment of option pricing for traders, money managers, and researchers. Providing largely original research not available elsewhere, it covers the latest generation of option models where both the stock price and its volatility follow diffusion processes. These new models help explain important features of real-world option pricing, including the "volatility smile" pattern. The book includes Mathematica code and 37 illustrations

Posted by **tot167** at Feb. 4, 2011

Ca mbridge Univer sity Pr ess | 2000 | ISBN: 0521791634 | 216 pages | Djvu | 5,2 MB

Posted by **ertugrul ergun** at Nov. 6, 2007

Oxford University Press | ISBN:0199257191 | 2005 | 534 pages | PDF | 2.5 MB

Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in which he discusses all major issues involved.

Posted by **tot167** at Nov. 6, 2007

Oxford University Press, USA (May 13, 2005) | ISBN:0199257205 | 534 pages | PDF | 2,4 Mb

Posted by **libr** at Sept. 27, 2014

English | 2012 | ISBN-10: 3642312136 | 376 pages | PDF | 2,2 MB

Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing.

Posted by **interes** at May 17, 2014

English | 2012 | ISBN-10: 3642312136 | 376 pages | PDF | 2,2 MB

Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing.

Posted by **fdts** at Dec. 1, 2016

by Carl Graham and Denis Talay

English | 2013 | ISBN: 3642393624 | 264 pages | PDF | 2.07 MB

Posted by **tanas.olesya** at Aug. 3, 2015

English | Sep. 20, 2004 | ISBN: 3540221832 | 248 Pages | PDF | 5 MB

This monograph is based on my Ph.D. thesis, which was accepted in JanĀ uary 2004 by the faculty of economics at the University of Augsburg. It is a great pleasure to thank my supervisor, Prof. Dr. Manfred Steiner, for his scientific guidance and support throughout my Ph.D. studies.

Posted by **Book-er** at June 11, 2012

English | 2008 | ISBN: 0470997893 | 416 pages | PDF | 11,3 MB

Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces.