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Stochastic Dominance Option Pricing

This book illustrates the application of the economic concept of stochastic dominance to option markets and presents an alternative option;

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Introduction to Option Pricing Theory

pertaining to option pricing theory. Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting;

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Weak Convergence of Financial Markets

of view. The main problems, which include portfolio optimization, option pricing and hedging are examined, especially when considering discrete;

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Stochastic Methods in Economics and Finance

, pricing, job search, stochastic capital theory, stochastic economic growth, the rational expectations hypothesis, a stochastic macroeconomic model;

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Nonlinear Option Pricing

New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods;

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Option Pricing with Long Memory Stochastic Volatility Models

. Using the tools from stochastic calculus, fractional calculus and Fourier transform, we derive the (approximate) analytical solutions for option;

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Analytically Tractable Stochastic Stock Price Models

stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing;

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Financial Derivatives Pricing

three parts, Part I concerns option pricing theory and its foundations. The papers here deal with the famous Black-Scholes-Merton model;

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Option Pricing and Estimation of Financial Models with R

time processes and numerical option pricing. Introduces the bases of probability theory and goes on to explain how to model financial times;

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Stochastic Methods in Asset Pricing

connects them to the stochastic discount factors before offering a general definition. It covers concrete option pricing models (including;

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Applications of Fourier Transform to Smile Modeling

than one decade, Fourier transform has triggered a technical revolution in option pricing theory. Almost all new developed option pricing;

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Stochastic Analysis, Stochastic Systems, And Applications To Finance

filtering theories and stochastic algorithms towards mathematical finance issues such as option pricing and hedging, bond market analysis;

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PDE and Martingale Methods in Option Pricing

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The;

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Risk Neutral Pricing and Financial Mathematics

financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option;

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Option Pricing Models and Volatility Using ExcelVBA

Praise for Option Pricing Models & Volatility Using Excel-VBA Excel is already a great pedagogical tool for teaching option valuation and;

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Hedging & Pricing of Options Using Least Squares Through Simulation

work extends the pricing approach introduced by Longstaff and Schwartz to a stochastic volatility model, namely the Heston Model. The method;

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An Introduction to Exotic Option Pricing

In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price;

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An Introduction to Exotic Option Pricing

In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price;

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Fixed-Income Analysis for the Global Financial Market

management-driven discussion of duration and convexity Interest rate swaps, currency swaps, and exchange-traded futures Stochastic models and option;

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Option Valuation under Stochastic Volatility II

Option Valuation Under Stochastic Volatility II is een boek van Alan L Lewis;

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Option Pricing by Means of Genetic Programming

Option Pricing by Means of Genetic Programming is een boek van Andreas Heigl;

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Mathematical Modeling And Methods Of Option Pricing

to the Black-Scholes-Merton's option pricing theory.A unified approach is used to model various types of option pricing as PDE problems, to;

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Stochastic Calculus with Infinitesimals

applications, some of which (notably the Black-Scholes theory of option pricing and the Feynman path integral) are also discussed in the book.;

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Introduction to Stochastic Calculus Applied to Finance

cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal;

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Introduction to Stochastic Calculus Applied to Finance

, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer;

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Problems In Portfolio Theory And The Fundamentals Of Financial Decision Making

asset pricing, utility theory, stochastic dominance, risk aversion and static portfolio theory, risk measures, dynamic portfolio theory and;

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Parameter Estimation in Stochastic Volatility Models

into the volatility process, these new methods will help better predict option pricing and stock market crash risk. Some simulation algorithms;

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