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Tables of Contents for Derivatives in Financial Markets With Stochastic Volatility
Chapter/Section Title
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1. The Black-Scholes theory of derivative pricing
2. Introduction to stochastic volatility models
3. Scales in mean-reverting stochastic volatility
4. Tools for estimating the rate of mean-reversion
5. Symptotics for pricing European derivatives
6. Implementation and stability
7. Hedging strategies
8. Application to exotic derivatives
9. Application to American derivatives
10. Generalizations
11. Applications to interest rates models.