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Change of Time Methods in Quantitative Finance
Original price was: ₹6,033.00.₹4,827.00Current price is: ₹4,827.00.
New approach in quantitative finance-change of time method (for standard diffusion and Levy-based finance models), which is different from a traditional one using subordinators Contains the solutions of new problems in quantitative finance such as pricing of variance and volatility swaps in energy markets and hedging of volatility swaps (with hedge ratio), to name a few Contains new financial models such as delayed Heston model that improves the volatility surface fitting Includes supplementary material: sn.pub/extras
New approach in quantitative finance-change of time method (for standard diffusion and Levy-based finance models), which is different from a traditional one using subordinators Contains the solutions of new problems in quantitative finance such as pricing of variance and volatility swaps in energy markets and hedging of volatility swaps (with hedge ratio), to name a few Contains new financial models such as delayed Heston model that improves the volatility surface fitting Includes supplementary material: sn.pub/extras
Additional information
| Book Format | Hardcover, Softcover |
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Book information
Edition
1st Edition
ISBN [Softcover]
9783319324067
Publisher
Springer
Year
2016
Pages
XV, 128 p.
Series Title
SpringerBriefs in Mathematics
Language
English
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