Option Valuation Under Stochastic Volatility pdf epub mobi txt 电子书下载 2025

简体网页||繁体网页

☆☆☆☆☆

出版者:Finance Pr

作者:Alan L. Lewis

出品人:

页数:350

译者:

出版时间:2000-2-1

价格:USD 97.50

装帧:Paperback

isbn号码:9780967637204

丛书系列:

图书标签:

期权
金融
聪聪推荐
Trader
MMA
Finance
金融工程
期权定价
随机波动率
金融数学
随机过程
Black-Scholes模型
Heston模型
波动率微笑
金融风险管理
数量金融

下载链接在页面底部

facebook linkedin mastodon messenger pinterest reddit telegram twitter viber vkontakte whatsapp 复制链接

想要找书就要到小美书屋

book.quotespace.org

立刻按 ctrl+D收藏本页

你会得到大惊喜!!

具体描述

作者简介

Alan Lewis has been active in option valuation and financial research for over 20 years. He served as the Director of Research, Chief Investment Officer, and President of the mutual fund family for a money manager specializing in derivative securities. He has published articles in many of the leading financial journals including: The Journal of Business, The Journal of Finance, The Financial Analysts Journal, and Mathematical Finance. He received a Ph.D. in physics from the University of California at Berkeley and a B.S. from Caltech.

目录信息

This book provides an advanced treatment of option pricing for traders, money managers, and researchers. Providing largely original research not available elsewhere, it covers the latest generation of option models where both the stock price and its volatility follow diffusion processes. These new models help explain important features of real-world option pricing, including the "volatility smile" pattern. The book includes Mathematica code and 37 illustrations
· · · · · · (收起)