This 2001 handbook is a comprehensive reference work on mathematical finance, with chapters written by leading researchers.Option Pricing, Interest Rates and Risk Management E. Jouini, J. Cvitanic, Marek Musiela. prices. ... This chapter summarizes the findings of research that I have conducted over the past 15 years in collaboration with a number of coauthors. The research is still ... The statistical findings we summarize confirm from a variety of perspectives that the local motion of the stock price is not Gaussian. This is true ofanbsp;...
|Title||:||Handbooks in Mathematical Finance|
|Author||:||E. Jouini, J. Cvitanic, Marek Musiela|
|Publisher||:||Cambridge University Press - 2001-07-19|