Link to the ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 9780470068250

Contents : Contents
List of Figures
List of Tables
Foreword
Preface
Acknowledgments
CHAPTER 1 Stochastic Volatility and Local Volatility
CHAPTER 2 The Heston Model
CHAPTER 3 The Implied Volatility Surface
CHAPTER 4 The Heston-Nandi Model
CHAPTER 5 Adding Jumps
CHAPTER 6 Modeling Default Risk
CHAPTER 7 Volatility Surface Asymptotics
CHAPTER 8 Dynamics of the Volatility Surface
CHAPTER 9 Barrier Options
CHAPTER 10 Exotic Cliquets
CHAPTER 11 Volatility Derivatives
Postscript
Bibliography
Index

Language : English

Place of publishing : OXFORD ; TORONTO

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque