Export Ready — 

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...

Full description

Saved in:
Bibliographic Details
Main Author: Fouque, Jean-Pierre
Format: Book
Language:Undetermined
Published: New York Cambridge University Press 2000
Subjects:
Tags: Add Tag
No Tags, Be the first to tag this record!
Institutions: Trung tâm Học liệu Trường Đại học Cần Thơ