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Hafner, Reinhold

Libros de: Hafner, Reinhold

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  • Stochastic Implied Volatility: a Factor-Based Model

    Stochastic Implied Volatility: a Factor-Based Model

    Hafner, Reinhold

    Springer (2004)

    valoración

    • EAN: 9783540221838
    • Páginas: 229
    • Fecha de edición: 2004

    pvp.52,35 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    This book presents a factor-based model of the stochastic evolution of the implied volatility surface. The model allows for the integrated and consistent pricing and hedging, risk management, and trading of equity index derivatives as ...