Showing 1 - 20 results of 89 for search '"stochastic volatility"', query time: 0.09s Refine Results
  1. 1
    Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
    by Repplinger, Detlef
    Published 2008
    Full Text via HEAL-Link
    Electronic eBook
  2. 2
    Handbook of Financial Time Series
    Published 2009
    Table of Contents: “… Developments in Stochastic Volatility Modeling -- Stochastic Volatility: Origins and Overview -- Probabilistic…”
    Full Text via HEAL-Link
    Electronic eBook
  3. 3
    Analytically Tractable Stochastic Stock Price Models
    by Gulisashvili, Archil
    Published 2012
    Table of Contents: “…Preface -- Aknowledgements -- 1.Volatility Processes -- 2.Stock Price Models with Stochastic…”
    Full Text via HEAL-Link
    Electronic eBook
  4. 4
    Applications of Fourier Transform to Smile Modeling Theory and Implementation /
    by Zhu, Jianwei
    Published 2010
    Table of Contents: “… -- Stochastic Volatility Models -- Numerical Issues of Stochastic Volatility Models -- Simulating Stochastic…”
    Full Text via HEAL-Link
    Electronic eBook
  5. 5
    Computational Methods for Quantitative Finance Finite Element Methods for Derivative Pricing /
    Table of Contents: “… options -- 10.Stochastic volatility models-. 11.Lévy models -- 12.Sensitivities and Greeks -- Part…”
    Full Text via HEAL-Link
    Electronic eBook
  6. 6
    Real Options Valuation The Importance of Stochastic Process Choice in Commodity Price Modelling /
    by Schöne, Max
    Published 2015
    Table of Contents: “…Empirical Analysis of Statistical Commodity Price Properties -- Stochastic Volatility, Jump…”
    Full Text via HEAL-Link
    Electronic eBook
  7. 7
    Pricing of Derivatives on Mean-Reverting Assets
    by Lutz, Björn
    Published 2010
    Table of Contents: “…Mean Reversion in Commodity Prices -- Fundamentals of Derivative Pricing -- Stochastic Volatility…”
    Full Text via HEAL-Link
    Electronic eBook
  8. 8
    Econometric analysis of financial and economic time series
    Published 2006
    Table of Contents: “… Leung Lai, Haipeng Xing -- Time series mean level and stochastic volatility modeling by smooth…”
    Full Text via HEAL-Link
    Electronic eBook
  9. 9
    Inside volatility filtering : the secrets of skewness /
    by Javaheri, Alireza
    Published 2015
    Table of Contents: “…Stability IssuesCalibration Frequency; Stochastic Volatility; Stochastic Volatility Processes…”
    Full Text via HEAL-Link
    eBook
  10. 10
    Statistical Modelling and Regression Structures Festschrift in Honour of Ludwig Fahrmeir /
    Published 2010
    Table of Contents: “… for High-frequency Data -- Ordinal- and Continuous-Response Stochastic Volatility Models for Price Changes…”
    Full Text via HEAL-Link
    Electronic eBook
  11. 11
    Fundamentals and Advanced Techniques in Derivatives Hedging
    Table of Contents: “… implementation in local and stochastic volatility models -- Local volatility models -- Stochastic volatility…”
    Full Text via HEAL-Link
    Electronic eBook
  12. 12
    Handbook of volatility models and their applications /
    Published 2012
    Table of Contents: “…, and skewness spillovers in equity markets -- Relating stochastic volatility estimation methods -- Multivariate…”
    Full Text via HEAL-Link
    eBook
  13. 13
    The Heston model and its extensions in Matlab and C♯ /
    by Rouah, Fabrice, 1964-
    Published 2013
    Full Text via HEAL-Link
    eBook
  14. 14
    Interest Rate Models — Theory and Practice With Smile, Inflation and Credit /
    by Brigo, Damiano, Mercurio, Fabio
    Published 2006
    Table of Contents: “… -- Calibration to market data -- Introducing Stochastic Volatility -- Pricing Hybrids with an Inflation Component…”
    Full Text via HEAL-Link
    Electronic eBook
  15. 15
    Financial modelling theory, implementation and practice (with Matlab source) /
    by Kienitz, Joerg
    Published 2012
    Table of Contents: “…1.3.2 Implied Volatility1.3.3 Time-Dependent Volatility; 1.3.4 Stochastic Volatility; 1.3.5…”
    Full Text via HEAL-Link
    Electronic eBook
  16. 16
    Change of Time Methods in Quantitative Finance
    by Swishchuk, Anatoliy
    Published 2016
    Table of Contents: “…Introduction to the Change of Time Methods: History, Finance and Stochastic Volatility -- Change…”
    Full Text via HEAL-Link
    Electronic eBook
  17. 17
    Econometric analysis of financial and economic time series
    Published 2006
    Table of Contents: “…-form estimator for a stochastic volatility in a general linear regression / Jean-Marie Dufour, Pascale…”
    Full Text via HEAL-Link
    Electronic eBook
  18. 18
    Stochastic Finance
    Published 2006
    Table of Contents: “… of Market Microstructure Noise -- Multipower Variation and Stochastic Volatility -- Completeness of a…”
    Full Text via HEAL-Link
    Electronic eBook
  19. 19
    The mathematics of derivatives securities with applications in MATLAB /
    by Cerrato, Mario
    Published 2012
    Full Text via HEAL-Link
    eBook
  20. 20
    A Benchmark Approach to Quantitative Finance
    by Platen, Eckhard, Heath, David
    Published 2006
    Table of Contents: “… -- Portfolio Optimization -- Modeling Stochastic Volatility -- Minimal Market Model -- Markets with Event Risk…”
    Full Text via HEAL-Link
    Electronic eBook
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