Volatility

副标题: New Estimation Techniques for Pricing Derivatives

ISBN: 9781899332465

出版社: Risk Books

出版年: 1998-06

页数: 356

装帧: Paperback

内容简介

*A compilation of acclaimed papers on stochastic volatility research *In-depth analysis and commentary on how to implement the latest techniques, outlining the advantages as well as potential pitfalls *Specially commissioned introductions by academic editor, Professor Robert Jarrow, Cornell University, USA