Posted by **interes** at Dec. 9, 2016

English | 2016 | ISBN: 1482244063 | 522 pages | PDF | 100 MB

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 **tot167** at Nov. 6, 2007

Oxford University Press, USA (May 13, 2005) | ISBN:0199257205 | 534 pages | PDF | 2,4 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 **interes** at Jan. 10, 2017

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

Posted by **step778** at Dec. 19, 2015

2004 | pages: 866 | ISBN: 0470091398 | PDF | 8,8 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.