Inside volatility filtering : the secrets of skew /

Javaheri, Alireza.

Inside volatility filtering : the secrets of skew / Alireza Javaheri. - 2nd ed. - Hoboken : John Wily & Sons, c.2015. - xxiv, 294 p. : ill. ; 24 cm. - Wiley Finance Series .

Index : p. 279-294.

Includes bibliographical references.

9781118943977


Stochastic processes.
Stocks.--Prices.--Mathematical models.





332.632220151922 / JAV