wyszukanych pozycji: 4
The Volatility Surface: A Practitioner's Guide
ISBN: 9780471792512 / Angielski / Twarda / 2006 / 208 str. Termin realizacji zamówienia: ok. 12 dni roboczych. Praise for The Volatility Surface
"I'm thrilled by the appearance of Jim Gatheral's new book The Volatility Surface. The literature on stochastic volatility is vast, but difficult to penetrate and use. Gatheral's book, by contrast, is accessible and practical. It successfully charts a middle ground between specific examples and general models--achieving remarkable clarity without giving up sophistication, depth, or breadth." --Robert V. Kohn, Professor of Mathematics and Chair, Mathematical Finance Committee, Courant Institute of Mathematical Sciences, New York... Praise for The Volatility Surface
"I'm thrilled by the appearance of Jim Gatheral's new book The Volatility Surface. The literatur... |
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cena:
294,61 zł |
The Bohemian Republic: Transnational Literary Networks in the Nineteenth Century
ISBN: 9780367482046 / Angielski / Twarda / 2020 / 304 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. |
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cena:
697,56 zł |
Large Deviations and Asymptotic Methods in Finance
ISBN: 9783319116044 / Angielski / Twarda / 2015 / 590 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts. Over the past decade, asymptotic methods have played an... Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the c... |
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cena:
575,62 zł |
Large Deviations and Asymptotic Methods in Finance
ISBN: 9783319385129 / Angielski / Miękka / 2016 / 590 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts. Over the past decade, asymptotic methods have played an... Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the c... |
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cena:
575,62 zł |