Quantcast
Channel: MoneyScience: 's news items
Viewing all articles
Browse latest Browse all 1798

Risk measurement

$
0
0

If we can derive risk measurement tools from black Scholes ( delta, gamma, etc) can we do the same for schotastic volatility models like the Heston model?

submitted by /u/grammerknewzi
[link] [comments]

Viewing all articles
Browse latest Browse all 1798

Trending Articles