Derivatives in Financial Markets with Stochastic Volatility by Jean-Pierre Fouque
Look inside with Google Book Preview
Derivatives in Financial Markets with Stochastic Volatility
By Jean-Pierre Fouque

Derivatives in Financial Markets with Stochastic Volatility


Normal Price: $205.00
Your Price: $184.50 AUD, inc. GST
Shipping: $7.95 per order
You Save: $20.50! (10% off normal price)
Plus...earn $9.22 in Boomerang Bucks
Availability: Available Available to Backorder, No Due Date for Supply



Derivatives in Financial Markets with Stochastic Volatility by Jean-Pierre Fouque

Book Description

This book, first published in 2000, addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. It presents mathematical and statistical tools that exploit the bursty nature of market volatility. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one semester course for graduate students who have had exposure to methods of stochastic modeling and arbitrage pricing theory in finance. It is easily accessible to derivatives practitioners in the financial engineering industry.

Buy Derivatives in Financial Markets with Stochastic Volatility book by Jean-Pierre Fouque from Australia's Online Bookstore, Boomerang Books.


Book Details

ISBN: 9780521791632
ISBN-10: 0521791634
Format: Hardback
(228mm x 152mm x 16mm)
Pages: 218
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 3-Jul-2000
Country of Publication: United Kingdom

Books By Author Jean-Pierre Fouque

Handbook on Systemic Risk by Jean-Pierre Fouque Handbook on Systemic Risk, Hardback (May 2013)

Experts in the field provide an introduction to the multifaceted aspects of this critically important topic.

Multiscale Stochastic Volatility for Equity, Interest-Rate and Credit Derivatives by Jean-Pierre Fouque Multiscale Stochastic Volatility for Equity, Interest-Rate and Credit Derivatives, Hardback (September 2011)

The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.

» View all books by Jean-Pierre Fouque

Reviews

» Have you read this book? We'd like to know what you think about it - write a review about Derivatives in Financial Markets with Stochastic Volatility book by Jean-Pierre Fouque and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)

Write a book review


Boomerang Bucks close

For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.

Recent books by Jean-Pierre Fouque close
Psychological Evaluation of the Developmentally and Physically Disabled by Jean-Pierre Fouque
Handbook on Systemic Risk by Jean-Pierre Fouque
Multiscale Stochastic Volatility for Equity, Interest-Rate and Credit Derivatives by Jean-Pierre Fouque
»
Recent books by George Papanicolaou close
Passive Imaging with Ambient Noise by George Papanicolaou
Multiscale Stochastic Volatility for Equity, Interest-Rate and Credit Derivatives by George Papanicolaou
Derivatives in Financial Markets with Stochastic Volatility by George Papanicolaou
»
Recent books by K.Ronnie Sircar close
Derivatives in Financial Markets with Stochastic Volatility by K.Ronnie Sircar
»
BoomerangBooks.com.au close