Derivatives in Financial Markets with Stochastic Volatility
Book Details
Format
Hardback or Cased Book
ISBN-10
0521791634
ISBN-13
9780521791632
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jul 3rd, 2000
Print length
218 Pages
Weight
446 grams
Dimensions
23.40 x 14.90 x 2.30 cms
Product Classification:
Investment & securitiesStochastics
Ksh 18,900.00
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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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