Zhu, Jianwei
Applications of Fourier Transform to Smile Modeling
Table of contents
1. Option Valuation and the Volatility Smile
Jianwei Zhu
2. Characteristic Functions in Option Pricing
Jianwei Zhu
3. Stochastic Volatility Models
Jianwei Zhu
4. Numerical Issues of Stochastic Volatility Models
Jianwei Zhu
5. Simulating Stochastic Volatility Models
Jianwei Zhu
6. Stochastic Interest Models
Jianwei Zhu
7. Poisson Jumps
Jianwei Zhu
8. Lévy Jumps
Jianwei Zhu
9. Integrating Various Stochastic Factors
Jianwei Zhu
10. Exotic Options with Stochastic Volatilities
Jianwei Zhu
11. Libor Market Model with Stochastic Volatilities
Jianwei Zhu
Keywords: Economics/Management Science, Finance /Banking, Quantitative Finance
- Author(s)
- Zhu, Jianwei
- Publisher
- Springer
- Publication year
- 2010
- Language
- en
- Edition
- 1
- Series
- Springer Finance
- Page amount
- 15 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9783642018084
