Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Uncertain Volatility Models

Uncertain Volatility Models

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783540426578
Condition
New
Product Description

Many introductory books on mathematical finance also outline some com puter algorithms. My goal is to contribute a closer look at algorithmic issues that arise from complex forms of the underlying pricing models-issues many practitioners need to solve sooner or later in their careers. This book takes such a close look at uncertain volatility models, an exten sion of Black-Scholes theory.It discusses applications to exotic option portfo lios with barriers and early exercise features. It describes an object-oriented C++ solution, included in source code on the accompanying CD. Practitioners and students who need to build analytic software libraries may benefit from reading this book and studying the software. The book focuses on a family of mathematical models, while in the field one encounters greater variation in instrument properties. In both cases mathematical and financial knowledge must be complemented by good programming skills to produce the best system. Analytic software needs design-a central message of the later chapters of this book. This book has come out of my Ph.D. thesis. I am very grateful to my academic advisor, Marco Avellaneda of New York University, who taught me mathematical finance and uncertain volatility. Computational finance be came exciting for me because Marco encouraged an algorithmic approach to uncertain volatility. I thank Afshin Bayrooti, Vladimir Finkelstein, and Antonio Paras for giving valuable feedback. Antonio is the co-inventor of the original uncertain volatility model, A-UVM. Richard Holmes has found a crucial bug in an early implementation of the software.

Available Colors
Available Sizes
1 Offer Price Range: $39.99 - $39.99
BEST PRICE

Single Product Purchase

$39.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$39.99 $39.99

$39.99
See Site In stock Visit Store

Similar Products

The Knight Snacker

$5.99

The Earth Dragon Awakes

$3.71

Demokratisierung in Ostdeutschland

$39.99

Nigerian Women in Cultural, Political and Public Spaces

$119.00

Capturing Chromosome Conformation

$249.99

Chinas Rise and Its Global Implications

$119.99

Advances in Non-Destructive Evaluation (NDE)

$219.99

Materialitten der Kindheit

$64.99

Image, Art and Virtuality

$99.99

Financial Crisis Management and Democracy

$59.99

Judgments of Love in Criminal Justice

$129.99

Escuela de cachorritos: Yo's puedo

$4.46

Expeditionary Forces in the First World War

$109.00

Design of Switched-Capacitor Filter Circuits using Low Gain Amplifiers

$54.99

Junior Learning Decodable Readers, Sound Families Consonants Non-fiction Phase 5.5

$29.99

Spatio-Temporal Modeling of Nonlinear Distributed Parameter Systems

$39.99

Environmental Silicate Nano-Biocomposites

$169.99

Bedarfsorientierte Kinderbetreuung

$59.99

Genome Exploitation

$109.99

State Terror, State Violence

$54.99

Eine empirische Analyse der Marktdisziplinierung deutscher Sparkassen

$79.99

Herzerkrankungen

$59.99

The Biology of Skeletal Metastases

$169.99

Hermann Hellers demokratischer Konstitutionalismus

$74.99

Applied Statistics in Biomedicine and Clinical Trials Design

$169.99

Principles and Practice of Multi-Agent Systems

$54.99

Software Engineering and Formal Methods

$54.99

Das Leben der Sterne

$17.99

Durch Menschen verursachte dynamische Lasten und deren Auswirkungen auf Balkentragwerke

$39.99

Environmental Photochemistry

$39.99

Machine Learning for Cyber Security

$39.99

Psychology of Religion

$54.99

Sustainability in the Gig Economy

$119.00

Von Galilei zu Einstein

$49.99

America in the World from Truman to Biden

$32.99

N-Heterocyclic Carbenes in Transition Metal Catalysis

$329.99

Raum und Zeit im Lichte der neueren Physik

$59.99

Biology of Invertebrate and Lower Vertebrate Collagens

$39.99

Neurobiology of Amino Acids, Peptides and Trophic Factors

$169.99

Zyklos 1

$59.99