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Zhu, Jianwei

Applications of Fourier Transform to Smile Modeling

Zhu, Jianwei - Applications of Fourier Transform to Smile Modeling, ebook

28,90€

Ebook, PDF with Adobe DRM
ISBN: 9783642018084
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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)
Publisher
Springer
Publication year
2010
Language
en
Edition
1
Series
Springer Finance
Category
Economy
Format
Ebook
eISBN (PDF)
9783642018084

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