Name: uncertain volatility models - theory and application(cd rom)
SKU: 4628799
Price: 54.12 USD
Availability: InStock
Author: r. buff

Selecciona tu país

América

Europa

Resto del mundo

portada uncertain volatility models - theory and application(cd rom)

uncertain volatility models - theory and application(cd rom)

Formato

Libro Físico

Autor

r. buff

N° páginas

230

ISBN13

9783540426578

Categorías

Matemáticas aplicadas

uncertain volatility models - theory and application(cd rom)

R. Buff (Autor) · · Libro Físico

Libro Nuevo Importado

Envío: 17 a 24 días háb.

$ 108.24$ 54.12

-50%

Costos de importación incluídos en el precio ✅

Libro Nuevo

Quedan más de 100 unidades

$ 54.12

Llega entre el 15 Sep y el 28 Sep a Quito, Pichincha. Seleccionar ubicación

Agregar a lista de deseos

Reseña del libro "uncertain volatility models - theory and application(cd rom)"

This text describes Uncertain Volatility Models in mathematical finance and their computer implementation for portfolios of vanilla, barrier and American options in equity and FX markets. Uncertain Volatility Models place subjective constraints on the volatility of the stochastic process of the underlying asset and evaluate option portfolios under worst- and best-case scenarios. This volume is aimed at graduate students, researchers and practitioners who wish to study advanced aspects of volatility risk in portfolios of vanilla and exotic options. The reader is assumed to be familiar with arbitrage pricing theory.