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· 제목 : Derivatives in Financial Markets with Stochastic Volatility (Hardcover) 
· 분류 : 외국도서 > 경제경영 > 투자/증권 > 일반
· ISBN : 9780521791632
· 쪽수 : 218쪽
· 분류 : 외국도서 > 경제경영 > 투자/증권 > 일반
· ISBN : 9780521791632
· 쪽수 : 218쪽
목차
1. The Black-Scholes theory of derivative pricing; 2. Introduction to stochastic volatility models; 3. Scales in mean-reverting stochastic volatility; 4. Tools for estimating the rate of mean-reversion; 5. Symptotics for pricing European derivatives; 6. Implementation and stability; 7. Hedging strategies; 8. Application to exotic derivatives; 9. Application to American derivatives; 10. Generalizations; 11. Applications to interest rates models.
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