The VAR Implementation Handbook, Chapter 21 - Option Pricing with Constant and Time-Varying Volatility |
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| Author:
| Gregoriou, Greg N. |
| ISBN: | 978-0-07-173280-2 |
| Publisher: | McGraw-Hill Professional Publishing
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| Book Format: | Ebook |
| List Price: | USD $6.95 |
Book Description:
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This is an individual chapter of The VaR Implementation Handbook . Packed with proven insights, methods, and models, this complete resource examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. It provides cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.
This is an individual chapter of The VaR Implementation Handbook . Packed with proven insights, methods, and models, this complete resource examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. It provides cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.