Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
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Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
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Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
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Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
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Published by SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Language: English
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Published by SIAM - Society for Industrial and Applied Mathematics, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
Language: English
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Published by SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Language: English
Seller: GreatBookPrices, Columbia, MD, U.S.A.
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Published by MP-SIA SIAM - Society for Industrial and Applied M, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
Language: English
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Published by Society for Industrial & Applied Mathematics,U.S., 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
Language: English
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Paperback. Condition: Brand New. 261 pages. 9.96x7.09x0.83 inches. In Stock.
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Language: English
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Published by SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Language: English
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Published by Society for Industrial and Applied Mathematics,U.S., US, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
Language: English
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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, 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.
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Language: English
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Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
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Published by Society for Industrial & Applied Mathematics,U.S., 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Language: English
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Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
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Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
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Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
Seller: GreatBookPrices, Columbia, MD, U.S.A.
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Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
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Published by SIAM - Society for Industrial and Applied Mathematics, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
Language: English
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Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
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Published by World Scientific Publishing Co Pte Ltd, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
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Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition.
Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: As New. Unread book in perfect condition.
Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
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Published by Society for Industrial and Applied Mathematics,U.S., US, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
Language: English
Seller: Rarewaves.com UK, London, United Kingdom
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, 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.
Published by John Wiley & Sons, John Wiley & Sons, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Language: English
Seller: AHA-BUCH GmbH, Einbeck, Germany
Buch. Condition: Neu. Neuware.
Published by World Scientific Pub Co Inc, 2022
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
Seller: Revaluation Books, Exeter, United Kingdom
Hardcover. Condition: Brand New. 630 pages. 9.00x6.00x1.19 inches. In Stock.
Published by World Scientific Publishing Company Jan 2023, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Language: English
Seller: AHA-BUCH GmbH, Einbeck, Germany
Buch. Condition: Neu. Neuware - This book contains contributions by the best-known and consequential researchers who, over several decades, shaped the field of financial engineering. It presents a comprehensive and unique perspective on the historical development and the current state of derivatives research. The book covers classical and modern approaches to option pricing, realized and implied volatilities, classical and rough stochastic processes, and contingent claims analysis in corporate finance. The book is invaluable for students, academic researchers, and practitioners working with financial derivatives, market regulation, trading, risk management, and corporate decision-making.