Košík
zboží
(prázdné)
Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface.
číst celé
Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface.
schovat popis
- Nakladatel: Springer London Ltd
- Kód:
- Rok vydání: 2014
- Jazyk: Angličtina
- Vazba: Taschenbuch
- Počet stran: 491
- Šířka balení: 15.7 cm
- Výška balení: 23.6 cm
- Hloubka balení: 3 cm
- Váha balení: 774 g
Recenze