Idioma: Inglés
Publicado por SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Idioma: Inglés
Publicado por SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Idioma: Inglés
Publicado por Society for Industrial & Applied Mathematics,U.S., New York, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Añadir al carritoPaperback. Condición: new. Paperback. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression. The first comprehensive exploration of rough volatility, this book contributes to the understanding and application of rough volatility models, equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Idioma: Inglés
Publicado por SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
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Idioma: Inglés
Publicado por Society for Industrial and Applied Mathematics,U.S., US, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Añadir al carritoPaperback. Condición: New. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression.
Idioma: Inglés
Publicado por SIAM - Society for Industrial and Applied Mathematics, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Idioma: Inglés
Publicado por Society for Industrial & Applied Mathematics,U.S., 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Añadir al carritoPaperback. Condición: Brand New. 261 pages. 9.96x7.09x0.83 inches. In Stock.
Idioma: Inglés
Publicado por SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
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Publicado por MP-SIA SIAM - Society for Industrial and Applied M, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Idioma: Inglés
Publicado por SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Publicado por SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Publicado por Society for Industrial & Applied Mathematics,U.S., 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Idioma: Inglés
Publicado por SIAM - Society for Industrial and Applied Mathematics, 2023
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Idioma: Inglés
Publicado por World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
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Idioma: Inglés
Publicado por World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
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Idioma: Inglés
Publicado por World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
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Idioma: Inglés
Publicado por Society for Industrial and Applied Mathematics,U.S., US, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
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Añadir al carritoPaperback. Condición: New. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression.
Idioma: Inglés
Publicado por World Scientific Pub Co Inc, 2023
ISBN 10: 9811255865 ISBN 13: 9789811255861
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
EUR 154,66
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Idioma: Inglés
Publicado por Society for Industrial & Applied Mathematics,U.S., New York, 2024
ISBN 10: 1611977770 ISBN 13: 9781611977776
Librería: AussieBookSeller, Truganina, VIC, Australia
EUR 147,27
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Añadir al carritoPaperback. Condición: new. Paperback. Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility is path-dependent and exhibits jump-like short-term behavior.The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject's development and progression. The first comprehensive exploration of rough volatility, this book contributes to the understanding and application of rough volatility models, equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling and providing a toolbox for computation and practical implementation. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Idioma: Inglés
Publicado por World Scientific Pub Co Inc, 2022
ISBN 10: 9811255865 ISBN 13: 9789811255861
Librería: Revaluation Books, Exeter, Reino Unido
EUR 199,42
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Añadir al carritoHardcover. Condición: Brand New. 630 pages. 9.00x6.00x1.19 inches. In Stock.