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Source: The Open Library
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1Inside Volatility Arbitrage
By Alireza Javaheri
“Inside Volatility Arbitrage” Metadata:
- Title: Inside Volatility Arbitrage
- Author: Alireza Javaheri
- Language: English
- Number of Pages: Median: 272
- Publisher: ➤ John Wiley & Sons, Ltd. - Wiley & Sons, Incorporated, John - Wiley
- Publish Date: 2005 - 2006 - 2007 - 2011
- Publish Location: New York
“Inside Volatility Arbitrage” Subjects and Themes:
- Subjects: ➤ Business - Finance - Nonfiction - Prijsvorming - Stochastische processen - Marche financier - Beweeglijkheid - Stochastic processes - Mathematical models - Effecten - Actions (Titres de socie te ) - Prix - Prices - Wiskundige modellen - Stocks - Mode les mathe matiques - Processus stochastiques - Finance, mathematical models - Actions (Titres de société) - Modèles mathématiques - Marché financier
Edition Identifiers:
- The Open Library ID: OL39884673M - OL39883582M - OL29087125M - OL24264732M - OL7620746M
- Online Computer Library Center (OCLC) ID: 58043369
- Library of Congress Control Number (LCCN): 2005004696
- All ISBNs: ➤ 9780470325506 - 9780471733874 - 9781280468568 - 1118161025 - 9781118161029 - 9780471745389 - 0471733873 - 1280468564 - 0471745383 - 047032550X
First Setence:
"It is widely accepted today that an assumption of a constant volatility fails to explain the existence of the volatility smile as well as the leptokurtic character (fat tails) of the stock distribution."
Access and General Info:
- First Year Published: 2005
- Is Full Text Available: No
- Is The Book Public: No
- Access Status: No_ebook
Online Access
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