David Nicolay – författare

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2 produkter

1. 

   Asymptotic Chaos Expansions in Finance

   Theory and Practice

   Av David Nicolay

   Häftad, 2014

   552 kr

   Lägg i varukorg

   Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface. In principle, they are well suited for pricing and hedging vanilla and exotic options, for relative value strategies or for …

2. 

   Asymptotic Chaos Expansions in Finance

   Theory and Practice

   Av David Nicolay

   E-bok, 2014

   734 kr

   Lägg i varukorg

   Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface. In principle, they are well suited for pricing and hedging vanilla and exotic options, for relative value strategies or for …