Publication year: 2006
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The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for a wide audience that includes quantitative analysts, postgraduate students and practitioners in finance, economics and insurance. It aims to be a self-contained, accessible but mathematically rigorous introduction to quantitative finance for readers that have a reasonable mathematical or quantitative background. Finally, the book should stimulate interest in the benchmark approach by describing some of its power and wide applicability.
Subject: Mathematics and Statistics, Finance, Financial Modeling, Hedging, Quantitative Methods, Statistical Methods, Stochastic Differential Equations, Stochastic Processes, Stochastic calculus, modeling optimization