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Download the fantastic book titled Option Valuation Under Stochastic Volatility written by Alan L. Lewis, available in its entirety in both PDF and EPUB formats for online reading. This page includes a concise summary, a preview of the book cover, and detailed information about "Option Valuation Under Stochastic Volatility", which was released on 02 June 2024. We suggest perusing the summary before initiating your download. This book is a top selection for enthusiasts of the Business & Economics genre.

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Option Valuation Under Stochastic Volatility

Detail About Option Valuation Under Stochastic Volatility PDF

  • Author : Alan L. Lewis
  • Publisher : Anonim
  • Genre : Business & Economics
  • Total Pages : 372 pages
  • ISBN :
  • PDF File Size : 37,5 Mb
  • Language : English
  • Rating : 4/5 from 1 reviews

Clicking on the GET BOOK button will initiate the downloading process of Option Valuation Under Stochastic Volatility by Alan L. Lewis. This book is available in ePub and PDF format with a single click unlimited downloads.

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Option Valuation Under Stochastic Volatility II

Option Valuation Under Stochastic Volatility II
  • Publisher : Unknown Publisher
  • File Size : 46,8 Mb
  • Release Date : 12 May 2016
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This book is a sequel to the author's well-received "Option Valuation under Stochastic Volatility." It extends that work to jump-diffusions and many related topics in quantitative finance. Topics include spectral

Option Pricing Models and Volatility Using Excel-VBA

Option Pricing Models and Volatility Using Excel-VBA
  • Publisher : John Wiley & Sons
  • File Size : 55,7 Mb
  • Release Date : 15 June 2012
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This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website includes data files, such as options prices, stock

Stochastic Volatility in Financial Markets

Stochastic Volatility in Financial Markets
  • Publisher : Springer Science & Business Media
  • File Size : 43,7 Mb
  • Release Date : 06 December 2012
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Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity

The Heston Model and its Extensions in Matlab and C#

The Heston Model and its Extensions in Matlab and C#
  • Publisher : John Wiley & Sons
  • File Size : 32,6 Mb
  • Release Date : 01 August 2013
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Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a popular model for pricing equity

Complex Systems in Finance and Econometrics

Complex Systems in Finance and Econometrics
  • Publisher : Springer Science & Business Media
  • File Size : 36,7 Mb
  • Release Date : 03 November 2010
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Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations