Derivatives in Financial Markets with Stochastic Volatility

by Jean-Pierre Fouque, K. Ronnie Sircar, George Papanicolaou

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0521791634
• ISBN13: 9780521791632
• Release Date: July 2000
• Publisher: Cambridge University Press
• Length: 218 Pages
• Weight: 0.95 lbs.
• Dimensions: 0.7" x 6.3" x 9.4"