Analysis of SV Pricing perpetual of Asian puts by Spectal Collocation
Anusmriti Ghosh (u. a.)
ISBN 10: 3659858129 ISBN 13: 9783659858123
Published by LAP LAMBERT Academic Publishing, 2016
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Analysis of SV Pricing perpetual of Asian puts by Spectal Collocation | Anusmriti Ghosh (u. a.) | Taschenbuch | 56 S. | Englisch | 2016 | LAP LAMBERT Academic Publishing | EAN 9783659858123 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. Seller Inventory # 103863414
Synopsis:
This book will give the reader a path of how to get the accurate and efficient result of option pricing by Spectal Collocation Method in Hesston model and also verify whether the Original Heston option pricing model fits in quantitative finance research is the valuation of option derivatives. I hope this method will work properly. This book will be helpful for the reader who is interested to know stochastic volatility by Spectal Collocation Method.
About the Author: I am Anusmriti Ghosh. I have completed my MSc in Applied Mathematics and aggregate CGPA 3.94 (3rd position) out of 4.00 from Khulna University. I have completed my BSc from the same university in Mathematics and got CGPA 3.67 (position 8) out of 4. My Secondary and Higher secondary result were outstanding too.
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Bibliographic Details
Title: Analysis of SV Pricing perpetual of Asian ...
Publisher: LAP LAMBERT Academic Publishing
Publication Date: 2016
Binding: Taschenbuch
Condition: Neu