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"item_title" : "Pricing of Derivatives on Mean-Reverting Assets",
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"item_description" : "Mean Reversion in Commodity Prices.- Fundamentals of Derivative Pricing.- Stochastic Volatility Models.- Integration of Jump Components.- Stochastic Equilibrium Level of the Underlying Process.- Deterministic Seasonality Effects.- Conclusion.",
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Overview
Mean Reversion in Commodity Prices.- Fundamentals of Derivative Pricing.- Stochastic Volatility Models.- Integration of Jump Components.- Stochastic Equilibrium Level of the Underlying Process.- Deterministic Seasonality Effects.- Conclusion.
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Details
- ISBN-13: 9783642029080
- ISBN-10: 3642029086
- Publisher: Springer
- Publish Date: October 2009
- Dimensions: 9.21 x 6.14 x 0.33 inches
- Shipping Weight: 0.5 pounds
- Page Count: 137
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