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Rough Volatility (eng)
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Condition: new.
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Rough Volatility.
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Condition: New.
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Rough Volatility (Paperback)
Language: English
Published by Society for Industrial & Applied Mathematics,U.S., New York, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
Paperback. Condition: new. Paperback. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression. The first comprehensive exploration of rough volatility, this book contributes to the understanding and application of rough volatility models, equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Rough Volatility.
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Condition: As New. Unread book in perfect condition.
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Rough Volatility: 2 (Financial Mathematics)
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
Condition: New. 2024. paperback. . . . . .
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Rough Volatility
Language: English
Published by Society for Industrial and Applied Mathematics,U.S., US, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression.
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Rough Volatility (Financial Mathematics)
Language: English
Published by Society for Industrial & Applied Mathematics,U.S., 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
US$ 100.54
US$ 16.71 shipping
Ships from United Kingdom to U.S.A.Quantity: 1 available
Add to basketPaperback. Condition: Brand New. 261 pages. 9.96x7.09x0.83 inches. In Stock.
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Rough Volatility
Language: English
Published by MP-SIA SIAM - Society for Industrial and Applied M, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
US$ 114.27
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Add to basketPAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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Rough Volatility.
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
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Rough Volatility.
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 105.88
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Ships from United Kingdom to U.S.A.Quantity: 9 available
Add to basketCondition: As New. Unread book in perfect condition.
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Rough Volatility: 2 (Financial Mathematics)
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
US$ 116.40
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Ships from United Kingdom to U.S.A.Quantity: 3 available
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Rough Volatility
Language: English
Published by Society for Industrial & Applied Mathematics,U.S., 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
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Add to basketPaperback / softback. Condition: New. New copy - Usually dispatched within 4 working days.
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Rough Volatility: 2 (Financial Mathematics)
Language: English
Published by SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Condition: New. 2024. paperback. . . . . . Books ship from the US and Ireland.
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Options - 45 Years Since the Publication of the Black-scholes-merton Model : The Gershon Fintech Center Conference
Book 6 of 6: World Scientific Lecture Notes In FinanceLanguage: English
Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Condition: New.
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Options - 45 Years Since the Publication of the Black-scholes-merton Model : The Gershon Fintech Center Conference
Book 6 of 6: World Scientific Lecture Notes In FinanceLanguage: English
Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Condition: As New. Unread book in perfect condition.
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Options - 45 Years Since the Publication of the Black-scholes-merton Model : The Gershon Fintech Center Conference
Book 6 of 6: World Scientific Lecture Notes In FinanceLanguage: English
Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
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Rough Volatility
Language: English
Published by Society for Industrial and Applied Mathematics,U.S., US, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
US$ 108.72
US$ 86.91 shipping
Ships from United Kingdom to U.S.A.Quantity: 4 available
Add to basketPaperback. Condition: New. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression.
-
Options - 45 Years Since the Publication of the Black-scholes-merton Model : The Gershon Fintech Center Conference
Book 6 of 6: World Scientific Lecture Notes In FinanceLanguage: English
Published by World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 178.26
US$ 20.06 shipping
Ships from United Kingdom to U.S.A.Quantity: 6 available
Add to basketCondition: As New. Unread book in perfect condition.
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Rough Volatility (Paperback)
Language: English
Published by Society for Industrial & Applied Mathematics,U.S., New York, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
Paperback. Condition: new. Paperback. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression. The first comprehensive exploration of rough volatility, this book contributes to the understanding and application of rough volatility models, equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Options - 45 Years Since the Publication of the Black-scholes-merton Model: The Gershon Fintech Center Conference
Book 6 of 6: World Scientific Lecture Notes In FinanceLanguage: English
Published by World Scientific Pub Co Inc, 2022
ISBN 10: 9811255865 ISBN 13: 9789811255861
US$ 226.61
US$ 16.71 shipping
Ships from United Kingdom to U.S.A.Quantity: 2 available
Add to basketHardcover. Condition: Brand New. 630 pages. 9.00x6.00x1.19 inches. In Stock.
