Volatility

New Estimation Techniques for Pricing Derivatives

• Author(s): Robert A. Jarrow,
• Publisher: Risk Books
• Pages: 464
• ISBN_10: 1899332413
  ISBN_13: 9781899332410
  
• Language: en

Description:... Written by a number of authors, this text is aimed at market practitioners and applies the latest stochastic volatility research findings to the analysis of stock prices. It includes commentary and analysis based on real-life situations.