This is one of the only books to describe uncertain volatility models in mathematical finance and their computer implementation for portfolios of vanilla, barrier and American options in equity and FX markets. Uncertain volatility models place subjective constraints on the volatility of the stochastic process of the underlying asset and evaluate option portfolios under worst- and best-case scenarios. This book, which is bundled with software, is aimed at graduate students, researchers and practitioners who wish to study ...
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This is one of the only books to describe uncertain volatility models in mathematical finance and their computer implementation for portfolios of vanilla, barrier and American options in equity and FX markets. Uncertain volatility models place subjective constraints on the volatility of the stochastic process of the underlying asset and evaluate option portfolios under worst- and best-case scenarios. This book, which is bundled with software, is aimed at graduate students, researchers and practitioners who wish to study advanced aspects of volatility risk in portfolios of vanilla and exotic options. The reader is assumed to be familiar with arbitrage pricing theory.
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Add this copy of Uncertain Volatility Models: Theory and Application to cart. $28.83, like new condition, Sold by ThriftBooks-Baltimore rated 5.0 out of 5 stars, ships from Halethorpe, MD, UNITED STATES, published 2002 by Springer.
Add this copy of Uncertain Volatility Models Theory and Application to cart. $37.39, new condition, Sold by Media Smart rated 4.0 out of 5 stars, ships from Hawthorne, CA, UNITED STATES, published 2002 by Springer.
Add this copy of Uncertain Volatility Models-Theory and Application to cart. $47.07, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2002 by Springer.
Add this copy of Uncertain Volatility Models-Theory and Application to cart. $49.06, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2002 by Springer.
