↓ Skip to main content
What is this page? Embed badge

Change of Time Methods in Quantitative Finance

Overview of attention for book
Cover of 'Change of Time Methods in Quantitative Finance'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Introduction to the Change of Time Methods: History, Finance and Stochastic Volatility
  3. Altmetric Badge
    Chapter 2 Change of Time Methods: Definitions and Theory
  4. Altmetric Badge
    Chapter 3 Applications of the Change of Time Methods
  5. Altmetric Badge
    Chapter 4 Change of Time Method (CTM) and Black-Scholes Formula
  6. Altmetric Badge
    Chapter 5 CTM and Variance, Volatility, and Covariance and Correlation Swaps for the Classical Heston Model
  7. Altmetric Badge
    Chapter 6 CTM and the Delayed Heston Model: Pricing and Hedging of Variance and Volatility Swaps
  8. Altmetric Badge
    Chapter 7 CTM and the Explicit Option Pricing Formula for a Mean-Reverting Asset in Energy Markets
  9. Altmetric Badge
    Chapter 8 CTM and Multifactor Lévy Models for Pricing Financial and Energy Derivatives
Attention for Chapter 2: Change of Time Methods: Definitions and Theory
Altmetric Badge

Citations

dimensions_citation
9 Dimensions

Readers on

mendeley
1 Mendeley
Summary Dimensions citations
You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output. Click here to find out more.
Chapter title
Change of Time Methods: Definitions and Theory
Chapter number 2
Book title
Change of Time Methods in Quantitative Finance
Published by
Springer, Cham, January 2016
DOI 10.1007/978-3-319-32408-1_2
Book ISBNs
978-3-31-932406-7, 978-3-31-932408-1
Authors

Anatoliy Swishchuk

View on publisher site
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 1 Mendeley reader of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 1 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 1 100%
Readers by discipline Count As %
Engineering 1 100%

This page is provided by Altmetric.