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Quant版 - [合集] Local vol vs Stochastic Vol
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Local Stochastic Vol Model[合集] Price
请教大家,做option pricing好找工作吗?发包子求paper
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相关话题的讨论汇总
话题: vol话题: apr话题: thu话题: stochastic话题: local
进入Quant版参与讨论
1 (共1页)
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发帖数: 800
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cedar23 (Cedar) 于 (Thu Apr 5 11:06:16 2007) 提到:
for pricing a vanilla option, which one will get a higher value, local vol
or stochastic vol?
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wusuowei (student) 于 (Thu Apr 5 11:17:55 2007) 提到:
where did you get the question?

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zouzou (zouzou) 于 (Thu Apr 5 20:29:02 2007) 提到:
why use a model? Just read from the market.
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t
1 (共1页)
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stochastic PhD 找金融工作的可能性Shreve Vol II 新版本和旧版本有什么不同吗?
[合集] 也说GSLocal Stochastic Vol Model
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[合集] My Life as a quant这本书怎么样?请教:做下面哪个方面比较容易land a job in IBs?
[合集] 新手问题(stochastic calculus)关于stochastic vol 和 local vol
[合集] contribute an interview problem[合集] Forward Price一问.
[合集] Is there any definetion of sin(X), when X is a square 2x2 mEquity Exotics / Vol Junior Desk Strat
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