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Derivatives in Financial Markets with Stochastic Volatility

By: Jean-Pierre (North Carolina State University) Fouque (Author) , California) Papanicolaou George (Stanford University (Author) , K. Ronnie Sircar (Author)

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Ksh 23,050.00

Format: Hardback or Cased Book

ISBN-13: 9780521791632

Publisher: Cambridge University Press

Publication Date: Jul 3rd, 2000

Weight: 446 grams

Dimension: 23.40 x 14.90 x 2.30 cms

Category: Investment & securities

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This book, first published in 2000, addresses financial mathematics of pricing and hedging derivative securities in uncertain and changing market volatility. The mathematics is introduced through examples and illustrated with simulations, and the modeling approach described is validated and tested on market data. The material is suitable for a one-semester course for graduate students.

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