Kontakt
Kako kupovati
Dostava
Savjetnik za kupnju
Option Pricing Under the Variance Gamma Process
With Detailed Algorithms and Programming Code in C to Price Options
Engleski
199 b
Do 30 dana za povrat
Kupci su kupili i
/
Meki uvez
47.53
€
Variance gamma is a pure jump stochastic process that allows to control volatility, skewness and kurtosis. The good fit to market data of option prices modeled with variance gamma has attracted increasing interest in the process, seen as an ideal candidate to improve classic Black and Scholes's option pricing. This monograph provides an excellent overview of the research to date on option pricing under variance gamma. The book will be invaluable to practitioners and academics who want to easily implement the model and understand the theory behind it. The monograph offers in-depth explanation of the pricing problem and provides a detailed implementation of finite difference algorithms used to price options. As the only published work that offers ready-to-use algorithms for a wide array of European and American, vanilla and barrier options, it is a great resource for researchers that want to use variance gamma to improve their risk management, trading and theoretical research. The monograph also presents programming code in C implementing every numerical algorithm presented in the work, making the research immediately usable even to the non-expert reader.
Informacije o knjizi
Engleski
Kategorija
Poklonite ovu knjigu još danas
To je jednostavno
1 Dodajte knjigu u košaricu i odaberite isporuku kao poklon 2 Zauzvrat ćemo vam poslati kupon 3 Knjiga dolazi na adresu poklonoprimcaMoglo bi vas zanimati i
/
Meki uvez
92.85
€
/
Meki uvez
14.76
€
/
Meki uvez
9.40
€
/
Meki uvez
10.31
€
/
Tvrdi uvez
97.71
€
/
Meki uvez
19.41
€
