Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This book brings together some of the main papers that have influenced this exciting new field, and shows that the development of this subject has been highly multidisciplinary, and has helped to produce methods and models for the realistic pricing of options, efficient asset allocation, and accurate risk assessment. A lengthy introduction by the editor, a leader in the field, connects the papers with the literature.
Titel
Stochastic Volatility Selected Readings
Autor
EAN
9780191531422
ISBN
978-0-19-153142-2
Format
E-Book (pdf)
Hersteller
Herausgeber
Genre
Veröffentlichung
10.03.2005
Digitaler Kopierschutz
Adobe-DRM
Jahr
2005
Untertitel
Englisch
Unerwartete Verzögerung
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