Uncertain Volatility Models Theory by Buff Robert (9 results)
Language: English
Published by Springer, 2002
Series: Springer Finance, Book 7 of 53. Book 7 of 53 - Springer Finance
- Softcover
Seller: Tim's Used Books Provincetown Mass., Provincetown, MA, U.S.A.Tim's Used Books Provincetown Mass.
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Soft cover. Condition: Very Good. No marks in text. Not a library book. Book only--no disc. Ships in a cardboard enclosure, from Tim's Used Books, open shop in Provincetown, Massachusetts. Founded 1991. Includes tracking. 9 25 23.
Language: English
Published by Springer, 2002
Series: Springer Finance, Book 7 of 53. Book 7 of 53 - Springer Finance
- Softcover
Seller: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.Romtrade Corp.
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US$ 54.03
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Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
Language: English
Published by Springer, 2002
Series: Springer Finance, Book 7 of 53. Book 7 of 53 - Springer Finance
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condition: Used. pp. 256.
Language: English
Published by Springer, 2002
Series: Springer Finance, Book 7 of 53. Book 7 of 53 - Springer Finance
- Softcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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Condition: Used. pp. 256 Illus.
Language: English
Published by Springer, 2002
Series: Springer Finance, Book 7 of 53. Book 7 of 53 - Springer Finance
- Softcover
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
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US$ 58.24
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Condition: Used. pp. 256.
Language: English
Published by Springer, 2002
Series: Springer Finance, Book 7 of 53. Book 7 of 53 - Springer Finance
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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Condition: New. In.
Language: English
Published by Springer, 2002
Series: Springer Finance, Book 7 of 53. Book 7 of 53 - Springer Finance
- Softcover
Seller: BennettBooksLtd, Los Angeles, CA, U.S.A.BennettBooksLtd
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US$ 112.95
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paperback. Condition: New. In shrink wrap. Looks like an interesting title.
Language: English
Published by Springer, Springer Berlin Heidelberg, 2002
Series: Springer Finance, Book 7 of 53. Book 7 of 53 - Springer Finance
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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US$ 63.19
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Many introductory books on mathematical finance also outline some com puter algorithms. My goal is to contribute a closer look at algorithmic issues that arise from complex forms of the underlying pricing models-issues many practitioners need to so…lve sooner or later in their careers. This book takes such a close look at uncertain volatility models, an exten sion of Black-Scholes theory.It discusses applications to exotic option portfo lios with barriers and early exercise features. It describes an object-oriented C++ solution, included in source code on the accompanying CD. Practitioners and students who need to build analytic software libraries may benefit from reading this book and studying the software. The book focuses on a family of mathematical models, while in the field one encounters greater variation in instrument properties. In both cases mathematical and financial knowledge must be complemented by good programming skills to produce the best system. Analytic software needs design-a central message of the later chapters of this book. This book has come out of my Ph.D. thesis. I am very grateful to my academic advisor, Marco Avellaneda of New York University, who taught me mathematical finance and uncertain volatility. Computational finance be came exciting for me because Marco encouraged an algorithmic approach to uncertain volatility. I thank Afshin Bayrooti, Vladimir Finkelstein, and Antonio Paras for giving valuable feedback. Antonio is the co-inventor of the original uncertain volatility model, A-UVM. Richard Holmes has found a crucial bug in an early implementation of the software.
Language: English
Published by Springer, 2013
Series: Springer Finance, Book 7 of 53. Book 7 of 53 - Springer Finance
- Softcover
Seller: Mispah books, Redhill, SURRE, United KingdomMispah books
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US$ 104.59
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Paperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
