Estimation of Volatilities Under a Merton's Jump-diffusion Model and an Uncertain Volatility Model

Estimation of Volatilities Under a Merton's Jump-diffusion Model and an Uncertain Volatility Model
Author :
Publisher :
Total Pages : 312
Release :
ISBN-10 : CORNELL:31924102824426
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Estimation of Volatilities Under a Merton's Jump-diffusion Model and an Uncertain Volatility Model by : Changhong He

Download or read book Estimation of Volatilities Under a Merton's Jump-diffusion Model and an Uncertain Volatility Model written by Changhong He and published by . This book was released on 2005 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Estimation of Volatilities Under a Merton's Jump-diffusion Model and an Uncertain Volatility Model Related Books

Estimation of Volatilities Under a Merton's Jump-diffusion Model and an Uncertain Volatility Model
Language: en
Pages: 312
Dissertation Abstracts International
Language: en
Pages: 794
Authors:
Categories: Dissertations, Academic
Type: BOOK - Published: 2005 - Publisher:

DOWNLOAD EBOOK

Tools for Computational Finance
Language: en
Pages: 440
Authors: RĂ¼diger U. Seydel
Categories: Mathematics
Type: BOOK - Published: 2012-03-09 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The disciplines of financial engineering and numerical computation differ greatly, however computational methods are used in a number of ways across the field o
Energy Risk Modeling
Language: en
Pages: 263
Authors: Nigel Da Costa Lewis
Categories: Business & Economics
Type: BOOK - Published: 2005-06-21 - Publisher: Springer

DOWNLOAD EBOOK

Energy Risk Modeling is a primer on statistical methods for managers, students and anybody interested in the field. Illustrated through elementary and more adva
The Volatility Smile
Language: en
Pages: 528
Authors: Emanuel Derman
Categories: Business & Economics
Type: BOOK - Published: 2016-09-06 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in al