Derivatives in Financial Markets with Stochastic Volatility

Derivatives in Financial Markets with Stochastic Volatility

by George Papanicolaou (Author), Jean-PierreFouque (Author), K.RonnieSircar (Author)

Synopsis

This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.

$130.78

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 216
Publisher: Cambridge University Press
Published: 03 Jul 2000

ISBN 10: 0521791634
ISBN 13: 9780521791632