• Anglický jazyk

Analysis of SV Pricing perpetual of Asian puts by Spectal Collocation

Autor: Anusmriti Ghosh

This book will give the reader a path of how to get the accurate and e¿cient result of option pricing by Spectal Collocation Method in Hesston model and also verify whether the Original Heston option pricing model fits in quantitative finance research is... Viac o knihe

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O knihe

This book will give the reader a path of how to get the accurate and e¿cient result of option pricing by Spectal Collocation Method in Hesston model and also verify whether the Original Heston option pricing model fits in quantitative finance research is the valuation of option derivatives. I hope this method will work properly. This book will be helpful for the reader who is interested to know stochastic volatility by Spectal Collocation Method.

  • Vydavateľstvo: LAP LAMBERT Academic Publishing
  • Rok vydania: 2016
  • Formát: Paperback
  • Rozmer: 220 x 150 mm
  • Jazyk: Anglický jazyk
  • ISBN: 9783659858123

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