Modelling and Simulation of Stochastic Volatility in Finance

By Christian Kahl

The famous Black-Scholes model was the starting point of a new financial industry and has been a very important pillar of all options trading since. One of its core assumptions is that the volatility... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1581123833
• ISBN13: 9781581123838
• Release Date: January 2008
• Publisher: Dissertation.com
• Length: 220 Pages
• Weight: 0.95 lbs.
• Dimensions: 0.5" x 7.4" x 9.7"