Derivatives in Financial Markets with Stochastic Volatility pdf epub mobi txt 电子书下载 2025

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出版者:Cambridge University Press

作者:Professor Jean-Pierre Fouque

出品人:

页数:218

译者:

出版时间:2000-9-14

价格:GBP 77.00

装帧:Hardcover

isbn号码:9780521791632

丛书系列:

图书标签:

Finance
金融
financial
derivatives
StochasticVolatility
Stanford,

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This important work addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. The authors present mathematical and statistical tools that exploit the volatile nature of the market. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one-semester course for graduate students with some exposure to methods of stochastic modeling and arbitrage pricing theory in finance. The volume is easily accessible to derivatives practitioners in the financial engineering industry.