Derivatives in financial markets with stochastic volatility

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...

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Bibliografiska uppgifter
Huvudupphovsman: Fouque, Jean-Pierre
Materialtyp: Bok
Språk:Undetermined
Publicerad: New York Cambridge University Press 2000
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ