Uncertain Volatility Models is popular PDF and ePub book, written by Robert Buff in 2012-12-06, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Uncertain Volatility Models can be Read Online from any device for your convenience.
Uncertain Volatility Models Book PDF Summary
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.
Detail Book of Uncertain Volatility Models PDF
- Author : Robert Buff
- Release : 06 December 2012
- Publisher : Springer Science & Business Media
- ISBN : 9783642563232
- Genre : Mathematics
- Total Page : 246 pages
- Language : English
- PDF File Size : 12,5 Mb
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