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

$36.00
@ Link.springer.com with extra coupon Get Coupon & BUY

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

10% OFF
This deals requires coupon Get Code Here
$36.00
See Site In stock Visit Store

Similar Products

Geothermics

$64.99

Structured Peer-to-Peer Systems

$109.99

Handbuch Metaphysik

$119.99

Novel Approaches in Biosensors and Rapid Diagnostic Assays

$109.99

Acoustical Imaging

$39.99

Regular Non-Additive Multimeasures. Fundaments and Applications

$84.99

Numerik sehen und verstehen

$37.99

Broken Symmetries

$39.99

Handbook of Palaeodemography

$84.99

Technologie der Gespinnstfasern

$59.99

Transactions of the Ninth Prague Conference

$39.99

Educational Governance in China

$69.99

Applied Functional Analysis

$79.99

Russian Contributions to Game Theory and Equilibrium Theory

$109.99

Arnei als Wert

$54.99

Der Bertelsmann-Konzern und die franzsische Medienpolitik

$49.99

Grundlagen der Betriebswirtschaftslehre

$74.99

Gauge Invariance Approach to Acoustic Fields

$109.99

Families, Education and Giftedness

$49.99

Innovative Design and Development Practices in Aerospace and Automotive Engineering

$169.00

Politik und konomie

$34.99

Culturally Responsive Collection: Immigrant and Refugee Experiences Grades 6-8 (50)

$355.00

George Gissing: The Cultural Challenge

$39.95

The Marx of Communism

$139.99

Dual Source CT - Asian Adaptation

$9.95

C# Programmer's Handbook

$39.99

Festigkeitsanalyse dynamisch beanspruchter Offshore-Konstruktionen

$84.99

Verwaltung und Verwaltungswissenschaft in Deutschland

$34.99

Peptide Antibodies

$219.99

Digitalisierung

$29.99

Evolutionary Computation in Combinatorial Optimization

$54.99

Scholastic Reader! Level 3: Odd Animal Helpers

$2.99

Mutations of Alternative Algebras

$169.99

Finance Transformation

$79.99

Integrierte Telekommunikation / Integrated Telecommunications

$69.99

Untersuchungen ber das Verhalten von Schwerwerkzeugmaschinen unter statischer und dynamischer Belas

$59.99

Globalization and Inequality in Advanced Economies

$89.00

Beginning OpenOffice Calc

$49.99

Banking & Innovation 2016

$29.99

Asymmetric Organocatalysis in Natural Product Syntheses

$169.00