Volatility Reviews

Volatility

by Robert A. Jarrow

in Books / Systems, Trading

This book is a collection of readings on stochastic volatility for stocks, stock indexes, foreign currencies, interest rates and commodities. It is a collection of readings on new techniques - that is, techniques beyond the standard Black-Scholes framework. And its focus is on pricing derivatives and managing financial portfolios.

The readings represent the knowledge and experiences of a diverse set of outstanding scholars. Many different topics are discussed, from many different perspectives. The hope, in bringing these readings together, is to generate a single source of knowledge that can be used to help resolve any question in the area of stochastic volatility.