Option Valuation Under Stochastic Volatility

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

Posted by tanas.olesya at Oct. 22, 2014
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

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

Posted by interes at Jan. 6, 2017
Option Pricing Models and Volatility Using Excel-VBA (repost)

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

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

Posted by arundhati at April 3, 2015
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

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives  eBooks & eLearning

Posted by arundhati at April 12, 2015
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  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

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

Posted by tot167 at Dec. 8, 2008
Option Pricing Models and Volatility Using Excel-VBA (Reupload)

Fabrice Douglas Rouah, Gregory Vainberg “Option Pricing Models and Volatility Using Excel-VBA"
Wiley | 2007-04-13 | ISBN: 0471794643 | 441 pages | PDF | 10,8 MB

Stochastic Volatility Modeling  eBooks & eLearning

Posted by interes at Dec. 9, 2016
Stochastic Volatility Modeling

Stochastic Volatility Modeling by Lorenzo Bergomi
English | 2016 | ISBN: 1482244063 | 522 pages | PDF | 100 MB
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)  eBooks & eLearning

Posted by libr at Jan. 29, 2016
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  eBooks & eLearning

Posted by ChrisRedfield at Dec. 22, 2015
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