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Options, Futures, and Other Derivatives (Prentice Hall Series in Finance) by JOHN C HULL |
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Peter Carr, Ph.D., Principal, Banc of America Securities
"This exciting book is the first one to focus on the pervasive role of stochastic volatility in option pricing. Since options exist primarily as the fundamental mechanism for trading volatility, students of the fine art of option pricing are advised to pounce."
Prof. Nizar Touzi, Department of Mathematics, University of Paris I, Leading expert on stochastic volatility models
"I found this book extremely interesting, and valuable for both academics and practitioners. It treats many important aspects of the stochastic volatility problem with novel methods. I especially liked the treatment of the term structure of implied volatility in Chapter 6. This book is a very nice contribution to the literature."
See all Product Description
"This exciting book is the first one to focus on the pervasive role of stochastic volatility in option pricing. Since options exist primarily as the fundamental mechanism for trading volatility, students of the fine art of option pricing are advised to pounce."
Prof. Nizar Touzi, Department of Mathematics, University of Paris I, Leading expert on stochastic volatility models
"I found this book extremely interesting, and valuable for both academics and practitioners. It treats many important aspects of the stochastic volatility problem with novel methods. I especially liked the treatment of the term structure of implied volatility in Chapter 6. This book is a very nice contribution to the literature."
See all Product Description
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71% buy the item featured on this page: Option Valuation Under Stochastic Volatility: With Mathematica Code |
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29% buy The Volatility Surface: A Practitioner's Guide (Wiley Finance) £31.50 |
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