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...

全面介紹

Đã lưu trong:
書目詳細資料
主要作者: Fouque, Jean-Pierre
格式: 圖書
語言:Undetermined
出版: New York Cambridge University Press 2000
主題:
標簽: 添加標簽
沒有標簽, 成為第一個標記此記錄!
Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ