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£55.68
About as cheap as it gets — within 5% of the all-time low it hit 2 months ago.
£56 today · all-time low £55 (Jul 2026) · usually the usual
World Scientific Publishing Company World Scientific Fitting Local Volatility - Finance Book
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Last 42 days · 42 data points (no recent data)
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Price distribution over 42 days • 5 price levels
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Most common price: £64 (20 days, 47.6%)
Price range: £55 - £64
Price levels: 5 different prices over 42 days
Description
Key Features
This World Scientific Publishing Company book covers analytic and numerical approaches for Black-Scholes and local variance gamma models.
Learn to construct analytical solutions of the Dupire equation for any arbitrary shape of the local volatility function.
Study parametric and non-parametric regression of the local volatility surface to support fast calibration processes.
Gain knowledge on no-arbitrage interpolation and extrapolation for local and implied volatility surfaces.
Product Specifications
- Format
- hardcover
- ASIN
- 9811212767
- Domain
- Amazon UK
- Release Date
- 08 February 2020
- Listed Since
- 08 October 2019
Barcode
No barcode data available
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