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Stochastic Volatilty with Jumps

Models, Algorithms and Implememtation

Stochastic Volatilty with Jumps( )
Author: Mijatovic, Aleksandar
Pistorius, Martijn
Series title:Chapman and Hall/CRC Financial Mathematics Ser.
ISBN:978-1-4665-5646-1
Publication Date:Nov 2017
Publisher:CRC Press LLC
Imprint:Chapman & Hall/CRC
Book Format:Hardback
List Price:USD $79.95
Book 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.

Book Details
Pages:356
Detailed Subjects: Mathematics / Algebra / General
Physical Dimensions (W X L X H):6.125 x 9.25 Inches



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