9781611977776 - rough volatility: 2 di christian bayer (editor); peter k. friz (editor) (11 risultati)
Lingua: Inglese
Editore: SIAM - Society for Industrial and Applied Mathematics, 2023
- Brossura
Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 80,06
EUR 6,80 spedizioneSpedito da Italia a U.S.A.Quantità: 8 disponibili
Condizione: new.
Lingua: Inglese
Editore: Society for Industrial & Applied Mathematics,U.S., New York, 2024
- Brossura
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 91,95
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
Paperback. Condizione: new. Paperback. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, h…owever, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression. The first comprehensive exploration of rough volatility, this book contributes to the understanding and application of rough volatility models, equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Rough Volatility: 2 (Financial Mathematics)
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Lingua: Inglese
Editore: SIAM - Society for Industrial and Applied Mathematics, 2024
- Brossura
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 86,27
EUR 9,50 spedizioneSpedito da Irlanda a U.S.A.Quantità: 1 disponibili
Condizione: New. 2024. paperback. . . . . .
Lingua: Inglese
Editore: Society for Industrial and Applied Mathematics,U.S., US, 2024
- Brossura
Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 100,53
Spedizione gratuitaSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Paperback. Condizione: New. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, dri…ven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression.
Lingua: Inglese
Editore: Society for Industrial & Applied Mathematics,U.S., 2024
- Brossura
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 87,73
EUR 14,58 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Paperback. Condizione: Brand New. 261 pages. 9.96x7.09x0.83 inches. In Stock.
Rough Volatility
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Lingua: Inglese
Editore: MP-SIA SIAM - Society for Industrial and Applied M, 2024
- Brossura
Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 99,71
EUR 5,86 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 8 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Rough Volatility: 2 (Financial Mathematics)
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Lingua: Inglese
Editore: SIAM - Society for Industrial and Applied Mathematics, 2023
- Brossura
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 102,88
EUR 7,58 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 3 disponibili
Condizione: New.
Rough Volatility: 2 (Financial Mathematics)
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Lingua: Inglese
Editore: SIAM - Society for Industrial and Applied Mathematics, 2023
- Brossura
Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 104,36
EUR 9,01 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
Condizione: New. 2024. paperback. . . . . . Books ship from the US and Ireland.
Lingua: Inglese
Editore: Society for Industrial & Applied Mathematics,U.S., 2023
- Brossura
Da: THE SAINT BOOKSTORE, Southport, Regno UnitoTHE SAINT BOOKSTORE
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 96,84
EUR 16,14 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 9 disponibili
Paperback / softback. Condizione: New. New copy - Usually dispatched within 4 working days.
Lingua: Inglese
Editore: Society for Industrial and Applied Mathematics,U.S., US, 2024
- Brossura
Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 94,68
EUR 75,84 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Paperback. Condizione: New. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, dri…ven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression.
Lingua: Inglese
Editore: Society for Industrial & Applied Mathematics,U.S., New York, 2024
- Brossura
Da: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 149,66
EUR 31,75 spedizioneSpedito da Australia a U.S.A.Quantità: 1 disponibili
Paperback. Condizione: new. Paperback. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, h…owever, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression. The first comprehensive exploration of rough volatility, this book contributes to the understanding and application of rough volatility models, equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
