The volatility surface : a practitioner's guide
Year of publication: |
2006
|
---|---|
Authors: | Gatheral, Jim |
Publisher: |
Hoboken, NJ : Wiley |
Subject: | Mathematisches Modell | Wirtschaftsmathematik | Aktie | Preisbildung | Options (Finance) | Prices | Mathematical models | Stocks |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Advanced option pricing models : an empirical approach to valuing options
Katz, Jeffrey, (2005)
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Paul Wilmott on quantitative finance
Wilmott, Paul,
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Volatility and correlation : The perfect hedger and the fox
Rebonato, Riccardo, (2004)
- More ...
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Valuation of volatility derivatives as an inverse problem
Friz, Peter, (2005)
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Optimal execution with nonlinear transient market impact
Curato, Gianbiagio, (2014)
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Fast Ninomiya--Victoir calibration of the double-mean-reverting model
Bayer, Christian, (2013)
- More ...