Option Valuation under Stochastic Volatility : with Mathematica Code Год выпуска: 0Автор: Alan L. LewisИздательство: Страниц: 0ISBN: 0967637201Описание 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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Дефелина Марина, вчера защитила диплом после вашего сопровождения!!! Хочу вам сказать огромнейшее спасибо за проделанную работу!!! Я так же как и прежде буду рекомендовать вас своим друзьям. Спасибо еще раз. До свидания ))
