Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities

Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities

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50.0 Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities https://covers.feedbooks.net/item/729452.jpg?t=1404691826 http://www.feedbooks.com/item/729452/modeling-and-pricing-of-swaps-for-financial-and-energy-markets-with-stochastic-volatilities?utm_medium=uwishlist&utm_source=amazon

Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, covariance, correlation, for financial and energy markets with different stochastic volatilities, which include CIR process, regime-switching, delayed, mean-reverting, multi-factor, fractional, Levy-based, semi-Markov and COGARCH(1,1). One of the main methods used in this… (more)