Da: Rarewaves.com UK, London, Regno Unito
EUR 32,73
Convertire valutaQuantità: Più di 20 disponibili
Aggiungi al carrelloPaperback. Condizione: New.
Da: Rarewaves.com USA, London, LONDO, Regno Unito
EUR 36,13
Convertire valutaQuantità: Più di 20 disponibili
Aggiungi al carrelloPaperback. Condizione: New.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 28,45
Convertire valutaQuantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: Chiron Media, Wallingford, Regno Unito
EUR 25,38
Convertire valutaQuantità: 10 disponibili
Aggiungi al carrelloPF. Condizione: New.
EUR 24,06
Convertire valutaQuantità: 2 disponibili
Aggiungi al carrelloCondizione: New. SUPER FAST SHIPPING.
Editore: Dissertation.com 1/15/2008, 2008
ISBN 10: 1581123833 ISBN 13: 9781581123838
Lingua: Inglese
Da: BargainBookStores, Grand Rapids, MI, U.S.A.
EUR 43,11
Convertire valutaQuantità: 5 disponibili
Aggiungi al carrelloPaperback or Softback. Condizione: New. Modelling and Simulation of Stochastic Volatility in Finance 0.88. Book.
EUR 52,64
Convertire valutaQuantità: 4 disponibili
Aggiungi al carrelloCondizione: New. pp. 220.
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 27,22
Convertire valutaQuantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
EUR 19,29
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrellopaperback. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Da: The Book Spot, Sioux Falls, MN, U.S.A.
EUR 86,97
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: New.
Da: PBShop.store US, Wood Dale, IL, U.S.A.
EUR 33,54
Convertire valutaQuantità: Più di 20 disponibili
Aggiungi al carrelloPAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
EUR 29,87
Convertire valutaQuantità: Più di 20 disponibili
Aggiungi al carrelloPAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
EUR 32,95
Convertire valutaQuantità: Più di 20 disponibili
Aggiungi al carrelloPaperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 433.
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 40,30
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The famous Black-Scholes model was the starting point of a new financial industry and has been a very important pillar of all options trading since. One of its core assumptions is that the volatility of the underlying asset is constant. It was realised early that one has to specify a dynamic on the volatility itself to get closer to market behaviour. There are mainly two aspects making this fact apparent. Considering historical evolution of volatility by analysing time series data one observes erratic behaviour over time. Secondly, backing out implied volatility from daily traded plain vanilla options, the volatility changes with strike. The most common realisations of this phenomenon are the implied volatility smile or skew. The natural question arises how to extend the Black-Scholes model appropriately. Within this book the concept of stochastic volatility is analysed and discussed with special regard to the numerical problems occurring either in calibrating the model to the market implied volatility surface or in the numerical simulation of the two-dimensional system of stochastic differential equations required to price non-vanilla financial derivatives. We introduce a new stochastic volatility model, the so-called Hyp-Hyp model, and use Watanabe's calculus to find an analytical approximation to the model implied volatility. Further, the class of affine diffusion models, such as Heston, is analysed in view of using the characteristic function and Fourier inversion techniques to value European derivatives.
Da: Majestic Books, Hounslow, Regno Unito
EUR 52,53
Convertire valutaQuantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand pp. 220 50:B&W 7.44 x 9.69 in or 246 x 189 mm (Crown 4vo) Perfect Bound on White w/Gloss Lam.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 54,71
Convertire valutaQuantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 220.