Ebooks de David Nicolay en EPUB

1 Livre(s)
Télécharger le livre : Asymptotic Chaos Expansions in Finance
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Asymptotic Chaos Expansions in Finance
David Nicolay
Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface. In principle, they are well suited for pricing and hedging vanilla and exotic options, for...

Editeur : Springer
Parution : 2014-11-25
Collection : Springer Finance
ePub

52,99 €