Uncertain volatility models : theory and application

Author(s)

• Buff, Robert

Bibliographic Information

Uncertain volatility models : theory and application

Robert Buff

（Springer finance, . Lecture notes）

Springer, c2002

Note

Based on the author's thesis (Ph.D.)

System requirements: Windows 98 or higher; 128 MB RAM minimum; Java

Includes bibliographical references (p. [233]-236) and index

Details

• NCID: BA56954610
• ISBN:
  • 3540426574
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xi, 243 p.
• Size: 24 cm.
• Attached Material: 1 computer laser optical disk (4 3/4 in.)
• Subject Headings:
  • LCSH : Risk assessment -- Mathematical models
  • LCSH : Finance -- Mathematical models
  • LCSH : Exotic options (Finance)
  • LCSH : Derivative securities -- Prices -- Mathematical models
• Parent Bibliography ID:
  • BA37506339