Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities
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Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities (2013)
EN NW EBISBN: 9789814440141 bzw. 9814440140, in Englisch, WSPC, neu, E-Book.
Lieferung aus: Niederlande, Direct beschikbaar.
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Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, covariance, correlation, for financial and energy markets with different stochastic volatilities, which include CIR process, regime-switching, delayed, mean-reverting, multi-factor, fractional, Levy-based, semi-Markov and COGARCH(1,1). One of the main methods used in this book is change of time method... Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, covariance, correlation, for financial and energy markets with different stochastic volatilities, which include CIR process, regime-switching, delayed, mean-reverting, multi-factor, fractional, Levy-based, semi-Markov and COGARCH(1,1). One of the main methods used in this book is change of time method. The book outlines how the change of time method works for different kinds of models and problems arising in financial and energy markets and the associated problems in modeling and pricing of a variety of swaps. The book also contains a study of a new model, the delayed Heston model, which improves the volatility surface fitting as compared with the classical Heston model. The author calculates variance and volatility swaps for this model and provides hedging techniques. The book considers content on the pricing of variance and volatility swaps and option pricing formula for mean-reverting models in energy markets. Some topics such as forward and futures in energy markets priced by multi-factor Levy models and generalization of Black-76 formula with Markov-modulated volatility are part of the book as well, and it includes many numerical examples such as S&P60 Canada Index, S&P500 Index and AECO Natural Gas Index.Taal: Engels;Afmetingen: 23x250x168 mm;Gewicht: 341,00 gram;Formaat: ePub met kopieerbeveiliging (DRM) van Adobe;Bestandsgrootte: 28.38 MB;Kopieerrechten: Het kopiëren van (delen van) de pagina's is niet toegestaan ;Printrechten: Het printen van de pagina's is niet toegestaan;Voorleesfunctie: De voorleesfunctie is uitgeschakeld;Geschikt voor: Alle e-readers geschikt voor ebooks in ePub formaat. Tablet of smartphone voorzien van een app zoals de bol.com Kobo app.;Verschijningsdatum: juni 2013;ISBN10: 9814440140;ISBN13: 9789814440141; Engelstalig | Ebook | 2013.
bol.com.
Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, covariance, correlation, for financial and energy markets with different stochastic volatilities, which include CIR process, regime-switching, delayed, mean-reverting, multi-factor, fractional, Levy-based, semi-Markov and COGARCH(1,1). One of the main methods used in this book is change of time method... Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, covariance, correlation, for financial and energy markets with different stochastic volatilities, which include CIR process, regime-switching, delayed, mean-reverting, multi-factor, fractional, Levy-based, semi-Markov and COGARCH(1,1). One of the main methods used in this book is change of time method. The book outlines how the change of time method works for different kinds of models and problems arising in financial and energy markets and the associated problems in modeling and pricing of a variety of swaps. The book also contains a study of a new model, the delayed Heston model, which improves the volatility surface fitting as compared with the classical Heston model. The author calculates variance and volatility swaps for this model and provides hedging techniques. The book considers content on the pricing of variance and volatility swaps and option pricing formula for mean-reverting models in energy markets. Some topics such as forward and futures in energy markets priced by multi-factor Levy models and generalization of Black-76 formula with Markov-modulated volatility are part of the book as well, and it includes many numerical examples such as S&P60 Canada Index, S&P500 Index and AECO Natural Gas Index.Taal: Engels;Afmetingen: 23x250x168 mm;Gewicht: 341,00 gram;Formaat: ePub met kopieerbeveiliging (DRM) van Adobe;Bestandsgrootte: 28.38 MB;Kopieerrechten: Het kopiëren van (delen van) de pagina's is niet toegestaan ;Printrechten: Het printen van de pagina's is niet toegestaan;Voorleesfunctie: De voorleesfunctie is uitgeschakeld;Geschikt voor: Alle e-readers geschikt voor ebooks in ePub formaat. Tablet of smartphone voorzien van een app zoals de bol.com Kobo app.;Verschijningsdatum: juni 2013;ISBN10: 9814440140;ISBN13: 9789814440141; Engelstalig | Ebook | 2013.
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Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities (2013)
EN NW EB DLISBN: 9789814440141 bzw. 9814440140, in Englisch, WSPC, WSPC, WSPC, neu, E-Book, elektronischer Download.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, in-stock.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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Fortschritte der Chemie organischer Naturstoffe
DE NW EBISBN: 9783709161722 bzw. 370916172X, in Deutsch, Springer Nature, neu, E-Book.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
4
Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities (2013)
EN NW EB DLISBN: 9789814440141 bzw. 9814440140, in Englisch, 328 Seiten, WSPC, neu, E-Book, elektronischer Download.
Lieferung aus: Frankreich, ebook for download, Free shipping.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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Fortschritte der Chemie organischer Naturstoffe : Progress in the Chemistry of Organic Natural Products
DE NW EB DLISBN: 9783709161722 bzw. 370916172X, in Deutsch, Springer Netherlands, neu, E-Book, elektronischer Download.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Despatched same working day before 3pm.
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