Efficient pricing algorithms for exotic derivatives

Pricing Models of Volatility Products an

📁 Pricing Models of Volatility Products and Exotic Variance Derivatives

✍ Yue Kuen Kwok, Wendong Zheng 📂 Library 📅 2022 🏛 Chapman & Hall 🌐 English

Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book begins with the presentation of volatility trading and uses of variance derivati

Pricing Models of Volatility Products an

📁 Pricing Models of Volatility Products and Exotic Variance Derivatives

✍ Yue Kuen Kwok, Wendong Zheng 📂 Library 📅 2022 🏛 Chapman and Hall/CRC 🌐 English

Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book begins with the presentation of volatility trading and uses of variance derivati

Pricing Portfolio Credit Derivatives by

📁 Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms

✍ Svenja Hager (auth.) 📂 Library 📅 2008 🏛 Gabler Verlag 🌐 English

With the recent development of non-standard credit derivatives, it has become increasingly important to develop pricing models for these illiquid products which are consistent with the pricing models and the market quotes of related liquid instruments. Svenja Hager aims at pricing non-st

Algorithms for Minimisation without Deri

📁 Algorithms for Minimisation without Derivatives

✍ Richard P. Brent 📂 Library 📅 1972 🏛 Prentice Hall 🌐 English

Algorithms for minimization without deri

📁 Algorithms for minimization without derivatives

✍ Richard P. Brent 📂 Library 📅 1972 🏛 Prentice-Hall 🌐 English

Algorithms for minimization without deri

📁 Algorithms for minimization without derivatives

✍ Richard P. Brent 📂 Library 📅 1972 🏛 Prentice-Hall 🌐 English