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Pricing Partners Introduced a New Derivatives Pricing Model Combining Local and StochThis is a discussion on Pricing Partners Introduced a New Derivatives Pricing Model Combining Local and Stoch within the Latest News forums, part of the Local Happenings category; Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning Price-itŠ Library now contains a model combining local and ... |
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23rd November 2011, 01:04 AM
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 |  Pricing Partners Introduced a New Derivatives Pricing Model Combining Local and Stoch  Pricing Partners, the world leader in OTC derivatives pricing analytics, mathematical models and independent valuations, announced today that its award winning Price-itŠ Library now contains a model combining local and stochastic volatility.A local volatility model allows calibrating virtually at... More from Bobguide... |
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