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Language: en
Pages: 457
Pages: 457
Type: BOOK - Published: 2014-05-14 - Publisher:
The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.
Language: en
Pages:
Pages:
Type: BOOK - Published: 2005 - Publisher:
Language: en
Pages: 456
Pages: 456
Type: BOOK - Published: 2011-09-29 - Publisher: Cambridge University Press
Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedgin
Language: en
Pages: 418
Pages: 418
Type: BOOK - Published: 2007 - Publisher:
We apply perturbation methods as well to Value-at-Risk (VaR), a measure of portfolio risk. Once a confidence level q is fixed, we first compute an approximation
Language: en
Pages: 256
Pages: 256
Type: BOOK - Published: 2021-03-15 - Publisher: John Wiley & Sons
Stress-test financial models and price credit instruments with confidence and efficiency using the perturbation approach taught in this expert volume Perturbati
