求Option Valuation Under Stochastic Volatility

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Option Valuation Under Stochastic Volatility: With Mathematica Code

by Alan L. Lewis (Author)

Paperback: 350 pages

Publisher: Finance Press (February 1, 2000)

Language: English

ISBN-10: 0967637201

ISBN-13: 978-0967637204

Peter Carr, Head of Quantitative Research, Bloomberg
"...students of the fine art of option pricing are advised to pounce."

Prof. Nizar Touzi, Dept. Mathematics, University of Paris I
"I especially liked the treatment of the term structure of implied volatility in Chapter 6 ... a very nice contribution."

[此贴子已经被作者于2008-2-20 12:18:54编辑过]

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关键词：Volatility Stochastic Valuation Stochast Option Option Stochastic Valuation Under Volatility

这里有1，2，6章

http://www.optioncity.net/publications.htm

I need the whole book! Can anyone help?

请看完整版的下载链接

https://bbs.pinggu.org/thread-799621-1-1.html