Asymptotic chaos expansions in finance :
Nicolay, David,
Asymptotic chaos expansions in finance : theory and practice / David Nicolay. - xxii, 491 páginas : 34 ilustraciones, 26 ilustraciones en color. - Springer Finance, 1616-0533 .
Springer eBooks
Introduction -- Volatility dynamics for a single underlying: foundations -- Volatility dynamics for a single underlying: advanced methods -- Practical applications and testing -- Volatility dynamics in a term structure -- Implied Dynamics in the SV-HJM framework -- Implied Dynamics in the SV-LMM framework -- Conclusion.
9781447165064
QA370-380
Asymptotic chaos expansions in finance : theory and practice / David Nicolay. - xxii, 491 páginas : 34 ilustraciones, 26 ilustraciones en color. - Springer Finance, 1616-0533 .
Springer eBooks
Introduction -- Volatility dynamics for a single underlying: foundations -- Volatility dynamics for a single underlying: advanced methods -- Practical applications and testing -- Volatility dynamics in a term structure -- Implied Dynamics in the SV-HJM framework -- Implied Dynamics in the SV-LMM framework -- Conclusion.
9781447165064
QA370-380