Uncertain Volatility Models - Theory and Application

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2007-5-16 10:10:00 上传

Uncertain Volatility Models - Theory and Application
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Uncertain Volatility Models - Theory and Application

• Publisher: Springer
• Number Of Pages: 243
• Publication Date: 2002-05-28
• Sales Rank: 1418567
• ISBN / ASIN: 3540426574
• EAN: 9783540426578
• Binding: Paperback
• Manufacturer: Springer
• Studio: Springer
• Average Rating:
• Total Reviews:

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Book Description:

This book introduces 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 such as upper and lower bounds on volatility and evaluate option portfolios under worst- and best-case scenarios. This book is for graduate students, researchers and practitioners read.freeduan.com who wish to study advanced aspects of volatility risk in portfolios of vanilla and exotic options. The accompanying CD contains the source code of a C++ implementation of the algorithms presented in the book.

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关键词：Application Volatility Uncertain Certain models Theory models Application Volatility Uncertain

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太贵了，，，，下不起啊