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9780521791632

Derivatives in Financial Markets With Stochastic Volatility

Derivatives in Financial Markets With Stochastic Volatility
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  • ISBN-13: 9780521791632
  • ISBN: 0521791634
  • Publisher: Cambridge University Press

AUTHOR

Fouque, Jean-Pierre, Papanicolaou, George C., Sircar, K. Ronnie

SUMMARY

This text addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain, and changing, market volatility. The mathematics are introduced through examples and illustrated with simulations.Fouque, Jean-Pierre is the author of 'Derivatives in Financial Markets With Stochastic Volatility' with ISBN 9780521791632 and ISBN 0521791634.

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