Friz Peter (122 results)
Language: English
Published by Cham, Springer., 2019
Series: Book 279 of 464 - Springer Proceedings in Mathematics & Statistics
- Hardcover
Seller: Universitätsbuchhandlung Herta Hold GmbH, Berlin, GermanyUniversitätsbuchhandlung Herta Hold GmbH
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XV, 294 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Springer Proceedings in Mathematics & Statistics. Volume 283. Sprache: E…nglisch.
- Softcover
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- Softcover
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Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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Seller: SMASS Sellers, IRVING, TX, U.S.A.SMASS Sellers
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- Softcover
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- Softcover
Seller: California Books, Miami, FL, U.S.A.California Books
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Published by Springer
- Softcover
Seller: Academic Book Solutions, Medford, NY, U.S.A.Academic Book Solutions
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£ 36.31
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Add to basketpaperback. Condition: VeryGood. A copy that may have been read, very minimal wear and tear. May have a remainder mark.
- Softcover
Seller: medimops, Berlin, Germanymedimops
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- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
- Softcover
Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
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Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Language: English
Published by Society for Industrial & Applied Mathematics,U.S., New York, 2024
- Softcover
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
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£ 78.41
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Paperback. Condition: new. Paperback. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, ho…wever, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression. The first comprehensive exploration of rough volatility, this book contributes to the understanding and application of rough volatility models, equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Language: English
Published by Society for Industrial & Applied Mathematics,U.S., 2024
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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£ 66.06
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Paperback. Condition: Brand New. 261 pages. 9.96x7.09x0.83 inches. In Stock.
Rough Volatility: 2 (Financial Mathematics)
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2024
- Softcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
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£ 75.94
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Condition: New. 2024. paperback. . . . . .
Language: English
Published by Springer, 2020
Series: Book 279 of 464 - Springer Proceedings in Mathematics & Statistics
- Softcover
Seller: Basi6 International, Irving, TX, U.S.A.Basi6 International
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£ 84.23
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Condition: Brand New. New. Delivery takes 25-30 days. Excellent Customer Service.
Language: English
Published by Springer, 2019
Series: Book 279 of 464 - Springer Proceedings in Mathematics & Statistics
- Hardcover
Seller: Basi6 International, Irving, TX, U.S.A.Basi6 International
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Language: English
Published by Society for Industrial and Applied Mathematics,U.S., US, 2024
- Softcover
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
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£ 86.34
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Paperback. Condition: New. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driv…en by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression.
Language: English
Published by Cambridge University Press, 2010
Series: Book 54 of 151 - Cambridge Studies in Advanced Mathematics
- Hardcover
Seller: Books From California, Simi Valley, CA, U.S.A.Books From California
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£ 82.95
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hardcover. Condition: Very Good.
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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£ 71.04
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Rough Volatility
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Language: English
Published by MP-SIA SIAM - Society for Industrial and Applied M, 2024
- Softcover
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
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£ 82.97
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PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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£ 77.76
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Paperback. Condition: Brand New. 2nd edition. 364 pages. 9.25x6.10x0.82 inches. In Stock.
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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£ 76.86
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Condition: As New. Unread book in perfect condition.
Rough Volatility: 2 (Financial Mathematics)
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
- Softcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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Language: English
Published by Society for Industrial & Applied Mathematics,U.S., 2023
- Softcover
Seller: THE SAINT BOOKSTORE, Southport, United KingdomTHE SAINT BOOKSTORE
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£ 80.58
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Paperback / softback. Condition: New. New copy - Usually dispatched within 4 working days.
Rough Volatility: 2 (Financial Mathematics)
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
- Softcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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Condition: New. 2024. paperback. . . . . . Books ship from the US and Ireland.
Probability and Analysis in Interacting Physical Systems : In Honor of S.r.s. Varadhan, Berlin, August, 2016
Friz, Peter (EDT); König, Wolfgang (EDT); Mukherjee, Chiranjib (EDT); Olla, Stefano (EDT)
Language: English
Published by Springer, 2019
Series: Book 279 of 464 - Springer Proceedings in Mathematics & Statistics
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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£ 102.05
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Condition: As New. Unread book in perfect condition.
