1 Market Risk Management using Stochastic Volatility Models The Case of European Energy Markets.
Market Risk Modelling By A.V. Vedpuriswar July 31, 2009.
The Greek Letters. ILLUSTRATION The financial institution has sold for $300,000 a European call option on 100,000 shares of a non- dividend-paying stock.
Market Risk Management using Stochastic Volatility Models
Market Risk Modelling By A.V. Vedpuriswar
