Stochastic Volatilty with Jumps
Models, Algorithms and Implementation
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Hardback
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Description
This book presents a thorough treatment of tractable pricing algorithms and models for derivative markets. It discusses the fundamentals of pricing theory, ideal for students and practitioners beginning their careers. The book also covers cutting-edge modeling and risk management issues stemming from stochastic volatility processes with jumps. It includes pseudo-code, exercises, and solutions to selected problems.
Release date Australia
December 22nd, 2018
Audience
- Tertiary Education (US: College)
Country of Publication
United States
Illustrations
50 Illustrations, black and white
Imprint
CRC Press Inc
Pages
356
Publisher
Taylor & Francis Inc
ISBN-13
9781466556461
Product ID
22875900
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