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Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, covariance, correlation, for financial and energy markets with different stochastic volatilities, which include CIR process, regime-switching, delayed, mean-reverting, multi-factor, fractional, Levy-based, semi-Markov and COGARCH(1,1). One of the main methods used in this book is change of time method. The book outlines how the change of time method works for different kinds of models and problems a

Finance -- Mathematical models. --- Stochastic processes. --- Swaps (Finance) -- Mathematical models. --- Swaps (Finance) --- Finance --- Stochastic processes --- Business & Economics --- Investment & Speculation --- Mathematical models --- Mathematical models. --- Random processes --- Swap financing --- Probabilities --- Derivative securities --- E-books --- Finances --- Processus stochastiques --- Modèles mathématiques