Uncertain Volatility Models

Language: English

Published by Springer Berlin Heidelberg Apr 2002, 2002

3540426574 / 9783540426578

Series: Book 7 of 53 - Springer Finance

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This item is printed on demand - it takes 3-4 days longer - Neuware -This book introduces Uncertain Volatility Models in mathematical finance and their computer implementation for portfolios of vanilla, barrier and American options in equity and FX markets. Uncertain Volatility Models place subjective constraints such as upper and lower bounds on volatility and evaluate option portfolios under worst- and best-case scenarios. This book is for graduate students, researchers and practitioners who wish to study advanced aspects of volatility risk in portfolios of vanilla and exotic options. The accompanying CD contains the source code of a C++ implementation of the algorithms presented in the book. 256 pp. Englisch.

Seller Inventory # 9783540426578

Title
Uncertain Volatility Models
Author
Robert Buff
Publisher
Springer Berlin Heidelberg Apr 2002
Publication year
2002
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3540426574
ISBN 13
9783540426578
Item weight
394 grams
Dimensions
235x155x15 mm
Series
Book 7 of 53: Springer Finance

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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