Option Valuation Under Stochastic Volatility pdf epub mobi txt 電子書下載2025

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出版者:Finance Pr

作者:Alan L. Lewis

出品人:

頁數:350

译者:

出版時間:2000-2-1

價格:USD 97.50

裝幀:Paperback

isbn號碼:9780967637204

叢書系列:

圖書標籤:

期權
金融
聰聰推薦
Trader
MMA
Finance
金融工程
期權定價
隨機波動率
金融數學
隨機過程
Black-Scholes模型
Heston模型
波動率微笑
金融風險管理
數量金融

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具體描述

著者簡介

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.

圖書目錄

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
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