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Option Valuation Under Stochastic Volatility: With Mathematica Code
by Alan L. Lewis (Author)
Paperback: 350 pages Publisher: Finance Press (February 1, 2000) Language: English ISBN-10: 0967637201 ISBN-13: 978-0967637204 Peter Carr, Head of Quantitative Research, Bloomberg
"...students of the fine art of option pricing are advised to pounce."
Prof. Nizar Touzi, Dept. Mathematics, University of Paris I
"I especially liked the treatment of the term structure of implied volatility in Chapter 6 ... a very nice contribution."
[此贴子已经被作者于2008-2-20 12:18:54编辑过]