Option Valuation and the Volatility Smile.- Characteristic Functions in Option Pricing.- Stochastic Volatility Models.- Numerical Issues of Stochastic Volatility Models.- Simulating Stochastic Volatility Models.- Stochastic Interest Models.- Poisson Jumps.- Levy Jumps.- Integrating Various Stochastic Factors.- Exotic Options with Stochastic Volatilities.- Libor Market Model with Stochastic Volatilities.
EAN/ISBN : 9783642018084
Publisher(s): Springer, Berlin, Springer, New York
Format: ePub/PDF

Author(s): Zhu, Jianwei