Derivatives in Financial Markets with Stochastic Volatility - Fouque, Jean-Pierre (North Carolina State University) - Books - Cambridge University Press - 9780521791632 - July 3, 2000
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Derivatives in Financial Markets with Stochastic Volatility

Fouque, Jean-Pierre (North Carolina State University)

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Derivatives in Financial Markets with Stochastic Volatility

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.

218 pages, illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released July 3, 2000
ISBN13 9780521791632
Publishers Cambridge University Press
Pages 218
Dimensions 149 × 234 × 23 mm   ·   446 g
Language English  

See all of Fouque, Jean-Pierre (North Carolina State University) ( e.g. Hardcover Book )