9781611977776 - rough volatility: 2 (financial mathematics) (11 resultados)
Idioma: Inglés
Editorial: SIAM - Society for Industrial and Applied Mathematics, 2023
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Librería: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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EUR 80,55
Envío por EUR 6,80Se envía de Italia a Estados Unidos de AmericaCantidad disponible: 9 disponibles
Condición: new.
Idioma: Inglés
Editorial: Society for Industrial & Applied Mathematics,U.S., New York, 2024
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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
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EUR 92,46
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Paperback. 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, ho…wever, 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
Editorial: Society for Industrial & Applied Mathematics,U.S., 2024
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 79,68
Envío por EUR 14,64Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Paperback. Condición: Brand New. 261 pages. 9.96x7.09x0.83 inches. In Stock.
Rough Volatility: 2 (Financial Mathematics)
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Idioma: Inglés
Editorial: SIAM - Society for Industrial and Applied Mathematics, 2024
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Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 86,27
Envío por EUR 9,50Se envía de Irlanda a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: New. 2024. paperback. . . . . .
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Idioma: Inglés
Editorial: Society for Industrial and Applied Mathematics,U.S., US, 2024
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Librería: Rarewaves.com USA, London, LONDO, Reino UnidoRarewaves.com USA
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EUR 102,55
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Paperback. 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, driv…en 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.
Rough Volatility
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Idioma: Inglés
Editorial: MP-SIA SIAM - Society for Industrial and Applied M, 2024
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Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
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EUR 100,08
Envío por EUR 5,88Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 9 disponibles
PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Rough Volatility: 2 (Financial Mathematics)
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Idioma: Inglés
Editorial: SIAM - Society for Industrial and Applied Mathematics, 2023
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Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
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EUR 105,39
Envío por EUR 7,61Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 3 disponibles
Condición: New.
Idioma: Inglés
Editorial: Society for Industrial & Applied Mathematics,U.S., 2023
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Librería: THE SAINT BOOKSTORE, Southport, Reino UnidoTHE SAINT BOOKSTORE
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EUR 97,20
Envío por EUR 16,20Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 9 disponibles
Paperback / softback. Condición: New. New copy - Usually dispatched within 4 working days.
Rough Volatility: 2 (Financial Mathematics)
Peter K. Friz; Christian Bayer; Masaaki Fukasawa; Jim Gatheral; Mathieu Rosenbaum; Antoine Jacquier
Idioma: Inglés
Editorial: SIAM - Society for Industrial and Applied Mathematics, 2023
- Tapa blanda
Librería: Kennys Bookstore, Olney, MD, Estados Unidos de AmericaKennys Bookstore
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 106,91
Envío por EUR 9,23Se envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: New. 2024. paperback. . . . . . Books ship from the US and Ireland.
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Idioma: Inglés
Editorial: Society for Industrial and Applied Mathematics,U.S., US, 2024
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Librería: Rarewaves.com UK, London, Reino UnidoRarewaves.com UK
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 95,04
Envío por EUR 76,12Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 5 disponibles
Paperback. 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, driv…en 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
Editorial: Society for Industrial & Applied Mathematics,U.S., New York, 2024
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Librería: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 148,80
Envío por EUR 32,52Se envía de Australia a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Paperback. 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, ho…wever, 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.
