Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
Saved in:
Main Author: | Svishchuk, A. V. (Anatoliĭ Vitalʹevich) |
---|---|
Corporate Author: | ebrary, Inc |
Format: | Electronic eBook |
Language: | English |
Published: |
Teaneck, NJ :
World Scientific,
c2013.
|
Subjects: | |
Online Access: | An electronic book accessible through the World Wide Web; click to view |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
by: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
Published: (2013)
by: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
Published: (2013)
What determines U.S. swap spreads?
by: Kóbor, Ádám
Published: (2005)
by: Kóbor, Ádám
Published: (2005)
What determines U.S. swap spreads?
by: Kóbor, Ádám
Published: (2005)
by: Kóbor, Ádám
Published: (2005)
The pricing of credit default swaps during distress
by: Andritzky, Jochen R.
Published: (2006)
by: Andritzky, Jochen R.
Published: (2006)
The pricing of credit default swaps during distress
by: Andritzky, Jochen R.
Published: (2006)
by: Andritzky, Jochen R.
Published: (2006)
Swaps and other derivatives
by: Flavell, Richard
Published: (2010)
by: Flavell, Richard
Published: (2010)
Swaps and other derivatives
by: Flavell, Richard
Published: (2010)
by: Flavell, Richard
Published: (2010)
Forecasting volatility in the financial markets
Published: (2007)
Published: (2007)
Forecasting volatility in the financial markets
Published: (2007)
Published: (2007)
Stochastic volatility selected readings /
Published: (2005)
Published: (2005)
Stochastic volatility selected readings /
Published: (2005)
Published: (2005)
An elementary introduction to stochastic interest rate modeling
by: Privault, Nicolas
Published: (2012)
by: Privault, Nicolas
Published: (2012)
An elementary introduction to stochastic interest rate modeling
by: Privault, Nicolas
Published: (2012)
by: Privault, Nicolas
Published: (2012)
American-type options.
by: Silvestrov, Dmitrii S.
Published: (2015)
by: Silvestrov, Dmitrii S.
Published: (2015)
American-type options.
by: Silvestrov, Dmitrii S.
Published: (2015)
by: Silvestrov, Dmitrii S.
Published: (2015)
American-type options : stochastic approximation methods. Volume 1 /
by: Silvestrov, Dmitrii S.
Published: (2014)
by: Silvestrov, Dmitrii S.
Published: (2014)
American-type options : stochastic approximation methods. Volume 1 /
by: Silvestrov, Dmitrii S.
Published: (2014)
by: Silvestrov, Dmitrii S.
Published: (2014)
Stochastic simulation and applications in finance with MATLAB programs
by: Huynh, Huu Tue
Published: (2008)
by: Huynh, Huu Tue
Published: (2008)
Stochastic simulation and applications in finance with MATLAB programs
by: Huynh, Huu Tue
Published: (2008)
by: Huynh, Huu Tue
Published: (2008)
Nonlinear models in mathematical finance new research trends in option pricing /
Published: (2008)
Published: (2008)
Nonlinear models in mathematical finance new research trends in option pricing /
Published: (2008)
Published: (2008)
The Black-Scholes model
by: Capi�nski, Marek, 1951-
Published: (2012)
by: Capi�nski, Marek, 1951-
Published: (2012)
The Black-Scholes model
by: Capi�nski, Marek, 1951-
Published: (2012)
by: Capi�nski, Marek, 1951-
Published: (2012)
Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
by: Tang, Yi
Published: (2007)
by: Tang, Yi
Published: (2007)
Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
by: Tang, Yi
Published: (2007)
by: Tang, Yi
Published: (2007)
Option trading pricing and volatility strategies and techniques /
by: Sinclair, Euan, 1969-
Published: (2010)
by: Sinclair, Euan, 1969-
Published: (2010)
Option trading pricing and volatility strategies and techniques /
by: Sinclair, Euan, 1969-
Published: (2010)
by: Sinclair, Euan, 1969-
Published: (2010)
Practical guide to UCITS funds and their risk management /
by: Müller, Charles
Published: (2013)
by: Müller, Charles
Published: (2013)
Practical guide to UCITS funds and their risk management /
by: Müller, Charles
Published: (2013)
by: Müller, Charles
Published: (2013)
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
by: Rebonato, Riccardo
Published: (2009)
by: Rebonato, Riccardo
Published: (2009)
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
by: Rebonato, Riccardo
Published: (2009)
by: Rebonato, Riccardo
Published: (2009)
Robust static super-replication of barrier options
by: Maruhn, Jan H.
Published: (2009)
by: Maruhn, Jan H.
Published: (2009)
Robust static super-replication of barrier options
by: Maruhn, Jan H.
Published: (2009)
by: Maruhn, Jan H.
Published: (2009)
Stochastic filtering with applications in finance
by: Bhar, Ramaprasad
Published: (2010)
by: Bhar, Ramaprasad
Published: (2010)
Stochastic filtering with applications in finance
by: Bhar, Ramaprasad
Published: (2010)
by: Bhar, Ramaprasad
Published: (2010)
Fourier transform methods in finance
Published: (2010)
Published: (2010)
Fourier transform methods in finance
Published: (2010)
Published: (2010)
The Heston model and its extensions in Matlab and C#
by: Rouah, Fabrice, 1964-
Published: (2013)
by: Rouah, Fabrice, 1964-
Published: (2013)
The Heston model and its extensions in Matlab and C#
by: Rouah, Fabrice, 1964-
Published: (2013)
by: Rouah, Fabrice, 1964-
Published: (2013)
The Heston model and its extensions in VBA + website /
by: Rouah, Fabrice, 1964-
Published: (2015)
by: Rouah, Fabrice, 1964-
Published: (2015)
Similar Items
-
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
by: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
Published: (2013) -
What determines U.S. swap spreads?
by: Kóbor, Ádám
Published: (2005) -
What determines U.S. swap spreads?
by: Kóbor, Ádám
Published: (2005) -
The pricing of credit default swaps during distress
by: Andritzky, Jochen R.
Published: (2006) -
The pricing of credit default swaps during distress
by: Andritzky, Jochen R.
Published: (2006)