Option Valuation Under Stochastic Volatility

Option Valuation Under Stochastic Volatility: With Mathematica Code by Alan L. Lewis

Option Valuation Under Stochastic Volatility: With Mathematica Code by Alan L. Lewis
Finance Pr | February 1, 2000 | English | ISBN: 0967637201 | 350 pages | PDF | 26 MB

This book provides an advanced treatment of option pricing for traders, money managers, and researchers. Providing largely original research not available elsewhere, it covers the latest generation of option models where both the stock price and its volatility follow diffusion processes. These new models help explain important features of real-world option pricing, including the "volatility smile" pattern. The book includes Mathematica code and 37 illustrations
An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation (repost)

Desmond Higham “An Introduction to Financial Option Valuation: Mathematics, Stochastics and Computation"
English | 2004-04-19 | ISBN: 0521547571 | 296 pages | PDF | 3 Mb
Option Valuation: A First Course in Financial Mathematics (repost)

Option Valuation: A First Course in Financial Mathematics by Hugo D. Junghenn
English | 2011 | ISBN: 1439889112 | 266 pages | PDF | 2 MB
Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance

Fred Espen Benth - Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance
Published: 2004-03-19 | ISBN: 354040502X | PDF | 162 pages | 4.73 MB
Option Trading: Pricing and Volatility Strategies and Techniques (repost)

Option Trading: Pricing and Volatility Strategies and Techniques by Euan Sinclair
English | 2010-06-21 | ISBN: 0470497106, 0470642505 | 298 pages | PDF | 4,8 MB
Option Valuation: A First Course in Financial Mathematics (repost)

Option Valuation: A First Course in Financial Mathematics by Hugo D. Junghenn
English | 2011 | ISBN: 1439889112 | 266 pages | PDF | 2 MB
Option Valuation: A First Course in Financial Mathematics

Option Valuation: A First Course in Financial Mathematics by Hugo D. Junghenn
English | 2011 | ISBN: 1439889112 | 266 pages | PDF | 2 MB
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

Professor Jean-Pierre Fouque, George Papanicolaou, "Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives"
2011 | ISBN-10: 0521843588 | 456 pages | PDF | 3,5 MB
Option Pricing Models and Volatility Using Excel-VBA (repost)

Fabrice Douglas Rouah, Greg Vainberg, "Option Pricing Models and Volatility Using Excel-VBA"
2007 | ISBN-10: 0471794643 | 458 pages | PDF | 14 MB

Option Pricing Models and Volatility Using Excel-VBA  eBooks & eLearning

Posted by Bayron at April 18, 2014
Option Pricing Models and Volatility Using Excel-VBA

Option Pricing Models and Volatility Using Excel-VBA by Fabrice D. Rouah, Gregory Vainberg
English | 2007 | ISBN: 0471794643 | 441 pages | EPUB | 27 MB