Uncertain volatility models: theory and application
Auteur :
Buff, Robert
Éditeur :
Buff, Robert
ISBN :
9783540426578
Date de publication :
10 avr. 2002
Dimensions :
23,4 x 15,6 x 1,3 cm
Poids :
474 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Allemagne
Describes uncertain volatility models in mathematical finance and their computer implementation for portfolios of vanilla, barrier and American options in equity and FX markets. This title is suitable for graduate students, researchers and practitioners.