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Multiscale stochastic volatility for equity, interest rate, and credit derivatives

Wedi'i Gadw mewn:

Manylion Llyfryddiaeth
Awdur Corfforaethol:	ebrary, Inc
Awduron Eraill:	Fouque, Jean-Pierre
Fformat:	Electronig eLyfr
Iaith:	Saesneg
Cyhoeddwyd:	Cambridge : Cambridge University Press, 2011.
Pynciau:	Derivative securities > Econometric models. Stock exchanges > Econometric models. Electronic books.
Mynediad Ar-lein:	An electronic book accessible through the World Wide Web; click to view
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!

Eitemau Tebyg

Counterparty risk in the over-the-counter derivates market /
gan: Segoviano Basurto, Miguel A.
Cyhoeddwyd: (2008)

Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
gan: Chan-Lau, Jorge A.
Cyhoeddwyd: (2006)

Advanced equity derivatives : volatility and correlation /
gan: Bossu, Sébastien
Cyhoeddwyd: (2014)

The IMF's reserves template and nominal exchange rate volatility
gan: Cady, John, 1955-
Cyhoeddwyd: (2006)

Hedging derivatives
gan: Rheinländer, Thorsten
Cyhoeddwyd: (2011)

Options, futures, and other derivatives /
gan: Hull, John C.
Cyhoeddwyd: (2012)

Options, futures and other derivatives /
gan: Hull, John, 1946-
Cyhoeddwyd: (2009)

Financial derivatives pricing selected works of Robert Jarrow /
gan: Jarrow, Robert A.
Cyhoeddwyd: (2008)

Solutions manual options, futures, and derivatives /
gan: Hull, John C.
Cyhoeddwyd: (2012)

Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
gan: Tang, Yi
Cyhoeddwyd: (2007)

Counterparty credit risk and credit value adjustment a continuing challenge for global financial markets /
gan: Gregory, Jon, Ph. D.
Cyhoeddwyd: (2012)

Counterparty credit risk the new challenge for global financial markets /
gan: Gregory, Jon, Ph. D.
Cyhoeddwyd: (2010)

Macro-hedging for commodity exporters
gan: Borensztein, Eduardo
Cyhoeddwyd: (2009)

Trade costs and real exchange rate volatility the role of Ricardian comparative advantage /
gan: Bravo-Ortega, Claudio
Cyhoeddwyd: (2005)

Implementing models of financial derivatives object oriented applications with VBA /
gan: Webber, Nick
Cyhoeddwyd: (2011)

The art of credit derivatives demystifying the black swan /
gan: Garcia, João
Cyhoeddwyd: (2010)

Forecasting volatility in the financial markets
Cyhoeddwyd: (2007)

The Option-iPoD : the probability of default implied by option prices based on entropy /
gan: Capuano, Christian
Cyhoeddwyd: (2008)

Derivatives : principles and practice /
gan: Sundaram, Rangarajan K.
Cyhoeddwyd: (2011)

Trading options Greeks how time, volatility, and other pricing factors drive profits /
gan: Passarelli, Dan, 1971-
Cyhoeddwyd: (2012)

The xVA challenge : counterparty credit risk, funding, collateral, and capital /
gan: Gregory, Jon, 1971-
Cyhoeddwyd: (2015)

Listed volatility and variance derivatives : a Python-based guide /
gan: Hilpisch, Yves J.
Cyhoeddwyd: (2017)

Efficiency costs of Myanmar's multiple exchange rate regime /
gan: Hori, Masahiro
Cyhoeddwyd: (2008)

Credit derivatives instruments, applications and pricing /
Cyhoeddwyd: (2004)

The role of interest rates in business cycle fluctuations in emerging market countries the case of Thailand /
gan: Tchakarov, Ivan
Cyhoeddwyd: (2006)

Applications of credit derivatives opportunities and risks involved in credit derivatives /
gan: Seemann, Harald
Cyhoeddwyd: (2008)

Real exchange rate volatility and the price of nontradables in sudden-stop-prone economies
gan: Mendoza, Enrique G., 1963-
Cyhoeddwyd: (2006)

Managing risks with derivatives
Cyhoeddwyd: (2007)

Accumulating foreign reserves under floating exchange rates /
gan: Gonçalves, Fernando M.
Cyhoeddwyd: (2008)

Financial integration a new methodology and an illustration /
gan: Flood, Robert P.
Cyhoeddwyd: (2004)

Clearing and settlement of derivatives
gan: Loader, David
Cyhoeddwyd: (2005)

Derivative instruments a guide to theory and practice /
gan: Eales, Brian Anthony
Cyhoeddwyd: (2003)

Derivatives essentials : an introduction to forwards, futures, options and swaps /
gan: Gottesman, Aron
Cyhoeddwyd: (2016)

An introduction to equity derivatives theory and practice /
gan: Bossu, Sébastien
Cyhoeddwyd: (2012)

Derivatives demystified a step-by-step guide to forwards, futures, swaps and options /
gan: Chisholm, Andrew, 1959-
Cyhoeddwyd: (2010)

Derivagem : options, futures and other derivatives /
Cyhoeddwyd: (2007)

Derivatives demystified : a step by step guide to forwards, futures, swaps and options /
gan: Chisholm, Andrew
Cyhoeddwyd: (2010)

The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
gan: Rebonato, Riccardo
Cyhoeddwyd: (2009)

Interest rate elasticity of residential housing prices /
gan: Iossifov, Plamen
Cyhoeddwyd: (2008)

Remoteness and real exchange rate volatility
gan: Bravo-Ortega, Claudio
Cyhoeddwyd: (2005)