Analytically Tractable Stochastic Stock Price Models

>> Amazon.co.jp

このページのQRコード

Analytically Tractable Stochastic Stock Price Models

種類:

電子ブック

責任表示:

by Archil Gulisashvili

出版情報:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012

著者名:

シリーズ名:

Springer Finance ;

ISBN:

9783642312144 [3642312144]

ローカル注記:

学内専用E-BOOKS (local access only)

オンライン

http://dx.doi.org/10.1007/978-3-642-31214-4

所蔵情報

子書誌情報

タイトルが類似している資料

詳細

主題:

Analysis; Applications of Mathematics; Approximations and Expansions; Mathematics; Probability Theory and Stochastic Processes; Quantitative Finance

分類・件名:

DC23 : 519
LCSH : Mathematics
LCSH : Global analysis (Mathematics)
LCSH : Finance
LCSH : Distribution (Probability theory)
FREE : Mathematics
FREE : Quantitative Finance
FREE : Analysis
FREE : Probability Theory and Stochastic Processes
FREE : Approximations and Expansions
FREE : Applications of Mathematics

形態:

XVII, 359 p : digital

目次情報:

Preface
Aknowledgements
1.Volatility Processes
2.Stock Price Models with Stochastic Volatility
3.Realized Volatility and Mixing Distributions
4.Integral Transforms of Distribution Densities
5.Asymptotic Analysis of Mixing Distributions
6.Asymptotic Analysis of Stock Price Distributions
7.Regularly Varying Functions and Pareto Type Distributions
8.Asymptotic Analysis of Option Pricing Functions
9.Asymptotic Analysis of Implied Volatility
10.More Formulas for Implied Volatility
11.Implied Volatility in Models Without Moment Explosions
Bibliography
Index

Preface
Aknowledgements
1.Volatility Processes
2.Stock Price Models with Stochastic Volatility
3.Realized Volatility and Mixing Distributions
4.Integral Transforms of Distribution Densities

続きを見る

書誌ID:

KB00009956

内容紹介

目次情報

類似資料:

1 電子ブック An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine Capasso, Vincenzo, Bakstein, David, SpringerLink (Online service) Birkhäuser Boston : Imprint: Birkhäuser	7 電子ブック Stochastic Models, Information Theory, and Lie Groups, Volume 2 : Analytic Methods and Modern Applications Chirikjian, Gregory S., SpringerLink (Online service) Springer Science+Business Media, LLC
2 電子ブック An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine [e-books] Capasso, Vincenzo, Bakstein, David, SpringerLink (Online service) Birkhäuser Boston	8 電子ブック Mathematical Risk Analysis : Dependence, Risk Bounds, Optimal Allocations and Portfolios Rüschendorf, Ludger, SpringerLink (Online service) Springer Berlin Heidelberg : Imprint: Springer
3 電子ブック Stochastic Differential Equations in Infinite Dimensions : with Applications to Stochastic Partial Differential Equations [e-books] Gawarecki, Leszek, Mandrekar, Vidyadhar, SpringerLink (Online service) Springer-Verlag Berlin Heidelberg	9 電子ブック Point Process Theory and Applications : Marked Point and Piecewise Deterministic Processes [e-books] Jacobsen, Martin, SpringerLink (Online service) Birkhäuser Boston
4 電子ブック Term-Structure Models : A Graduate Course [e-books] Filipovic, Damir, SpringerLink (Online service) Springer-Verlag Berlin Heidelberg	10 電子ブック PDE and Martingale Methods in Option Pricing Pascucci, Andrea, SpringerLink (Online service) Springer Milan
5 電子ブック Mathematical Models of Financial Derivatives Kwok, Yue-Kuen, Schachermayer, W., Barone-Adesi, G., Broadie, M., Davis, M. H. A., Kopp, E., Avellaneda, M., Derman, E., … Springer Berlin Heidelberg	11 電子ブック Markov Decision Processes with Applications to Finance Bäuerle, Nicole, Rieder, Ulrich, SpringerLink (Online service) Springer-Verlag Berlin Heidelberg
6 電子ブック Malliavin Calculus and Stochastic Analysis : A Festschrift in Honor of David Nualart Viens, Frederi, Feng, Jin, Hu, Yaozhong, Nualart , Eulalia, SpringerLink (Online service) Springer US : Imprint: Springer	12 電子ブック Foundations of Mathematical Analysis Ponnusamy, S., SpringerLink (Online service) Springer Science+Business Media, LLC