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

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

In genre Business

English | ISBN: 9814440124 | 2013 | 328 pages | PDF | 3 MB

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 COGARCH1,1.

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