Stochastic Volatility

Stochastic Volatility Modeling  eBooks & eLearning

Posted by interes at Dec. 9, 2016
Stochastic Volatility Modeling

Stochastic Volatility Modeling by Lorenzo Bergomi
English | 2016 | ISBN: 1482244063 | 522 pages | PDF | 100 MB

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives  eBooks & eLearning

Posted by arundhati at April 12, 2015
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

Professor Jean-Pierre Fouque, George Papanicolaou, "Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives"
2011 | ISBN-10: 0521843588 | 456 pages | PDF | 3,5 MB

Option Valuation Under Stochastic Volatility: With Mathematica Code by Alan L. Lewis  eBooks & eLearning

Posted by tanas.olesya at Oct. 22, 2014
Option Valuation Under Stochastic Volatility: With Mathematica Code by Alan L. Lewis

Option Valuation Under Stochastic Volatility: With Mathematica Code by Alan L. Lewis
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

Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)  eBooks & eLearning

Posted by tot167 at Nov. 6, 2007
Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)

Neil Shephard , "Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)"
Oxford University Press, USA (May 13, 2005) | ISBN:0199257205 | 534 pages | PDF | 2,4 Mb

Derivatives in Financial Markets with Stochastic Volatility  eBooks & eLearning

Posted by tot167 at Feb. 4, 2011
Derivatives in Financial Markets with Stochastic Volatility

Jean-Pierre Fouque, George Papanicolaou, and K. Ronnie Sircar, "Derivatives in Financial Markets with Stochastic Volatility"
Ca mbridge Univer sity Pr ess | 2000 | ISBN: 0521791634 | 216 pages | Djvu | 5,2 MB

Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)  eBooks & eLearning

Posted by ertugrul ergun at Nov. 6, 2007
 Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)

By Neil Shephard, "Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)"
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.

Volatility and Correlation: The Perfect Hedger and the Fox (Repost)  eBooks & eLearning

Posted by step778 at Dec. 19, 2015
Volatility and Correlation: The Perfect Hedger and the Fox (Repost)

Riccardo Rebonato, "Volatility and Correlation: The Perfect Hedger and the Fox"
2004 | pages: 866 | ISBN: 0470091398 | PDF | 8,8 mb

Analytically Tractable Stochastic Stock Price Models (repost)  eBooks & eLearning

Posted by libr at Sept. 27, 2014
Analytically Tractable Stochastic Stock Price Models (repost)

Analytically Tractable Stochastic Stock Price Models by Archil Gulisashvili
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.

Analytically Tractable Stochastic Stock Price Models (repost)  eBooks & eLearning

Posted by interes at May 17, 2014
Analytically Tractable Stochastic Stock Price Models (repost)

Analytically Tractable Stochastic Stock Price Models by Archil Gulisashvili
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.

Analytically Tractable Stochastic Stock Price Models  eBooks & eLearning

Posted by arundhati at April 29, 2013
Analytically Tractable Stochastic Stock Price Models

Archil Gulisashvili, "Analytically Tractable Stochastic Stock Price Models"
2012 | ISBN-10: 3642312136 | 376 pages | PDF | 3,7 MB