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I dedicate this work to my father that he rest in peace Mr. Amar Arbai. Index returns are subject of several sources of uncertainty. To better model market, searchers required a Levy process to master randomness. Through this book, we discuss some particular Levy process corresponding to different structure of financial series, to show whether the data are free or include diffusion component and whether the process contains finite or infinite variation. Then, we attempt to provide an alternative approach, Fourier transform, to pricing European option under SVJJ and CGMY models since their probability density functions are unknowns. For ending, we deal with necessary tools for understanding and implementing paths through Monte Carlo simulation and make use the efficient numerical pattern which serve to fulfill the closed-form analytical solution for European call option.
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Stochastic Calculus for Financial Modeling with Stochastic Volatility
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ISBN 13: 9786200434814
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Stochastic Calculus for Financial Modeling with Stochastic Volatility
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ISBN 10: 6200434816
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Stochastic Calculus for Financial Modeling with Stochastic Volatility
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Stochastic Calculus for Financial Modeling with Stochastic Volatility
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ISBN 13: 9786200434814
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Stochastic Calculus for Financial Modeling with Stochastic Volatility
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LAP Lambert Academic Publishing 2019-10, 2019
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Stochastic Calculus for Financial Modeling with Stochastic Volatility
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LAP LAMBERT Academic Publishing Okt 2019, 2019
ISBN 10: 6200434816
ISBN 13: 9786200434814
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -I dedicate this work to my father that he rest in peace Mr. Amar Arbai. Index returns are subject of several sources of uncertainty. To better model market, searchers required a Levy process to master randomness. Through this book, we discuss some particular Levy process corresponding to different structure of financial series, to show whether the data are free or include diffusion component and whether the process contains finite or infinite variation. Then, we attempt to provide an alternative approach, Fourier transform, to pricing European option under SVJJ and CGMY models since their probability density functions are unknowns. For ending, we deal with necessary tools for understanding and implementing paths through Monte Carlo simulation and make use the efficient numerical pattern which serve to fulfill the closed-form analytical solution for European call option. 108 pp. Englisch. Seller Inventory # 9786200434814
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Stochastic Calculus for Financial Modeling with Stochastic Volatility
Published by
LAP LAMBERT Academic Publishing, 2019
ISBN 10: 6200434816
ISBN 13: 9786200434814
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - I dedicate this work to my father that he rest in peace Mr. Amar Arbai. Index returns are subject of several sources of uncertainty. To better model market, searchers required a Levy process to master randomness. Through this book, we discuss some particular Levy process corresponding to different structure of financial series, to show whether the data are free or include diffusion component and whether the process contains finite or infinite variation. Then, we attempt to provide an alternative approach, Fourier transform, to pricing European option under SVJJ and CGMY models since their probability density functions are unknowns. For ending, we deal with necessary tools for understanding and implementing paths through Monte Carlo simulation and make use the efficient numerical pattern which serve to fulfill the closed-form analytical solution for European call option. Seller Inventory # 9786200434814
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Stochastic Calculus for Financial Modeling with Stochastic Volatility
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LAP LAMBERT Academic Publishing, 2019
ISBN 10: 6200434816
ISBN 13: 9786200434814
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Arbai AzizPhD (University of Granada - Spain in 1994) and Professor of Higher Education in Mathematical Sciences and I have experience of more than 24 years as a university professor of mathematics at Abdelmalek Essaadi University, o. Seller Inventory # 335816312
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Stochastic Calculus for Financial Modeling with Stochastic Volatility
Published by
LAP LAMBERT Academic Publishing Okt 2019, 2019
ISBN 10: 6200434816
ISBN 13: 9786200434814
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Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -I dedicate this work to my father that he rest in peace Mr. Amar Arbai. Index returns are subject of several sources of uncertainty. To better model market, searchers required a Levy process to master randomness. Through this book, we discuss some particular Levy process corresponding to different structure of financial series, to show whether the data are free or include diffusion component and whether the process contains finite or infinite variation. Then, we attempt to provide an alternative approach, Fourier transform, to pricing European option under SVJJ and CGMY models since their probability density functions are unknowns. For ending, we deal with necessary tools for understanding and implementing paths through Monte Carlo simulation and make use the efficient numerical pattern which serve to fulfill the closed-form analytical solution for European call option.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 108 pp. Englisch. Seller Inventory # 9786200434814
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Stochastic Calculus for Financial Modeling with Stochastic Volatility
Published by
LAP LAMBERT Academic Publishing, 2019
ISBN 10: 6200434816
ISBN 13: 9786200434814
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Taschenbuch
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Taschenbuch. Condition: Neu. Stochastic Calculus for Financial Modeling with Stochastic Volatility | Aziz Arbai | Taschenbuch | 108 S. | Englisch | 2019 | LAP LAMBERT Academic Publishing | EAN 9786200434814 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand. Seller Inventory # 117816358