. .
Deutsch
Deutschland
Ähnliche Bücher
Weitere, andere Bücher, die diesem Buch sehr ähnlich sein könnten:
Buch verkaufen
Anbieter, die das Buch mit der ISBN 363917626X ankaufen:
Suchtools
Anmelden

Anmelden mit Facebook:

Registrieren
Passwort vergessen?


Such-Historie
Merkliste
Links zu eurobuch.com

Dieses Buch teilen auf…
Buchtipps
Aktuelles
Tipp von eurobuch.com
FILTER
- 0 Ergebnisse
Kleinster Preis: 38,95 €, größter Preis: 48,99 €, Mittelwert: 44,66 €
A Risk Neutral Stochastic Implied Volatility Model and Applications: The Dynamics of At-the-Money Implied Volatility with its Applications
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
A Risk Neutral Stochastic Implied Volatility Model and Applications: The Dynamics of At-the-Money Implied Volatility with its Applications - gebrauchtes Buch

ISBN: 9783639176261

ID: a9332a688541a65599b8da429fcc25d1

The dynamics of smile surface lead practitioner andresearcher to introduce the randomness in the impliedvolatility, which is are specific in option markets. The monograph develops a risk-neutral stochastic At-the-Money implied volatility model and its applications. Three characteristics of implied volatility are presented. After the proper model setup, the risk-neutral drift term of stochastic implied volatility is derived, which is necessary to be no-arbitrage. We proved that the implied volatility of At-t The dynamics of smile surface lead practitioner andresearcher to introduce the randomness in the impliedvolatility, which is are specific in option markets. The monograph develops a risk-neutral stochastic At-the-Money implied volatility model and its applications. Three characteristics of implied volatility are presented. After the proper model setup, the risk-neutral drift term of stochastic implied volatility is derived, which is necessary to be no-arbitrage. We proved that the implied volatility of At-the-Money options mature immediately should converge to underlying volatility at the rate of time to maturity, which specifies the stochastic process of underlying volatility. Monte Carlo simulation is used to simulate the complex whole system. Skew curve and terminal underlying price distribution are studied. The two model parameters are able to explain market skew phenomena quite well. Barrier option is priced and future implied volatility is forecast off the simulation. The monograph should be helpful for option traders, and should be especially useful for graduate students and researcher in financial math field., [PU: VDM Verlag Dr. Müller, Saarbrücken]

gebrauchtes bzw. antiquarisches Buch Medimops.de
Nr. M0363917626X Versandkosten:, 3, DE. (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
A Risk Neutral Stochastic Implied Volatility Model  and Applications - Peng He
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Peng He:
A Risk Neutral Stochastic Implied Volatility Model and Applications - neues Buch

ISBN: 9783639176261

ID: e478ef5bcff7f7765f39a0850d227ce4

The dynamics of smile surface lead practitioner andresearcher to introduce the randomness in the impliedvolatility, which is are specific in option markets. The monograph develops a risk-neutral stochastic At-the-Money implied volatility model and its applications. Three characteristics of implied volatility are presented. After the proper model setup, the risk-neutral drift term of stochastic implied volatility is derived, which is necessary to be no-arbitrage. We proved that the implied volatility of At-the-Money options mature immediately should converge to underlying volatility at the rate of time to maturity, which specifies the stochastic process of underlying volatility. Monte Carlo simulation is used to simulate the complex whole system. Skew curve and terminal underlying price distribution are studied. The two model parameters are able to explain market skew phenomena quite well. Barrier option is priced and future implied volatility is forecast off the simulation. The monograph should be helpful for option traders, and should be especially useful for graduate students and researcher in financial math field. Bücher / Naturwissenschaften, Medizin, Informatik & Technik / Mathematik, [PU: VDM Verlag Dr. Müller, Saarbrücken]

Neues Buch Dodax.de
Nr. 57b5e556c2fd490920159f9c Versandkosten:Versandkosten: 0.0 EUR, Lieferzeit: 7 Tage, DE. (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
A Risk Neutral Stochastic Implied Volatility Model and Applications - He, Peng
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
He, Peng:
A Risk Neutral Stochastic Implied Volatility Model and Applications - Taschenbuch

2009, ISBN: 9783639176261

[ED: Softcover], [PU: Vdm Verlag Dr. Müller], The dynamics of smile surface lead practitioner andresearcher to introduce the randomness in the impliedvolatility, which is are specific in option markets. The monograph develops a risk-neutral stochastic At-the-Money implied volatility model and its applications. Three characteristics of implied volatility are presented. After the proper model setup, the risk-neutral drift term of stochastic implied volatility is derived, which is necessary to be no-arbitrage. We proved that the implied volatility of At-the-Money options mature immediately should converge to underlying volatility at the rate of time to maturity, which specifies the stochastic process of underlying volatility. Monte Carlo simulation is used to simulate the complex whole system. Skew curve and terminal underlying price distribution are studied. The two model parameters are able to explain market skew phenomena quite well. Barrier option is priced and future implied volatility is forecast off the simulation. The monograph should be helpful for option traders, and should be especially useful for graduate students and researcher in financial math field.2009. 68 S.Versandfertig in 3-5 Tagen, [SC: 0.00]

Neues Buch Booklooker.de
buecher.de GmbH & Co. KG
Versandkosten:Versandkostenfrei (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
A Risk Neutral Stochastic Implied Volatility Model and Applications als Buch von Peng He - Peng He
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Peng He:
A Risk Neutral Stochastic Implied Volatility Model and Applications als Buch von Peng He - gebunden oder broschiert

ISBN: 9783639176261

ID: 712645440

A Risk Neutral Stochastic Implied Volatility Model and Applications:The Dynamics of At-the-Money Implied Volatility with its Applications Peng He A Risk Neutral Stochastic Implied Volatility Model and Applications:The Dynamics of At-the-Money Implied Volatility with its Applications Peng He Bücher > Wissenschaft > Mathematik, VDM Verlag Dr. Müller e.K.

Neues Buch Hugendubel.de
No. 8741292 Versandkosten:, , DE (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
He, Peng: A Risk Neutral Stochastic Implied Volatility Model and Applications
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
He, Peng: A Risk Neutral Stochastic Implied Volatility Model and Applications - neues Buch

ISBN: 9783639176261

ID: 90663261

The Dynamics of At-the-Money Implied Volatility with its Applications The Dynamics of At-the-Money Implied Volatility with its Applications Bücher > Wissenschaft > Mathematik, [PU: VDM Verlag Dr. Müller, Saarbrücken]

Neues Buch eBook.de
No. 8741292 Versandkosten:zzgl., Versandkosten, DE (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.

Details zum Buch
A Risk Neutral Stochastic Implied Volatility Model and Applications
Autor:

He (¿), Peng(¿)

Titel:

A Risk Neutral Stochastic Implied Volatility Model and Applications

ISBN-Nummer:

Detailangaben zum Buch - A Risk Neutral Stochastic Implied Volatility Model and Applications


EAN (ISBN-13): 9783639176261
ISBN (ISBN-10): 363917626X
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2009
Herausgeber: VDM Verlag
68 Seiten
Gewicht: 0,118 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 07.11.2009 16:03:50
Buch zuletzt gefunden am 21.04.2017 07:23:43
ISBN/EAN: 363917626X

ISBN - alternative Schreibweisen:
3-639-17626-X, 978-3-639-17626-1


< zum Archiv...
Benachbarte Bücher