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Zhu, Jianwei

Applications of Fourier Transform to Smile Modeling

Zhu, Jianwei - Applications of Fourier Transform to Smile Modeling, e-bok

28,90€

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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

Nyckelord: Economics/Management Science, Finance /Banking, Quantitative Finance

Författare
Utgivare
Springer
Utgivningsår
2010
Språk
en
Utgåva
1
Serie
Springer Finance
Kategori
Ekonomisk
Format
E-bok
eISBN (PDF)
9783642018084

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