Option Valuation under Stochastic Volatility

This book provides an advanced treatment of option valuation. The general setting is that of 2D continuous-time models with stochastic volatility. Explicit equilibrium risk adjustments and many other new results are provided. Mathematica code for the more important formulas is included. For a summary of results, see the Chapter 1 excerpt.option pricing, stochastic volatility, equilibrium, smile, term structure, implied volatility, eigenvalue, variational, Mathematica, GARCH diffusion, local martingale

Option Valuation under Stochastic Volatility

This book provides an advanced treatment of option valuation. The general setting is that of 2D continuous-time models with stochastic volatility. Explicit equilibrium risk adjustments and many other new results are provided. Mathematica code for the more important formulas is included. For a summary of results, see the Chapter 1 excerpt.option pricing, stochastic volatility, equilibrium, smile, term structure, implied volatility, eigenvalue, variational, Mathematica, GARCH diffusion, local martingale

Option Valuation under Stochastic Volatility

This book provides an advanced treatment of option valuation. The general setting is that of 2D continuous-time models with stochastic volatility. Explicit equilibrium risk adjustments and many other new results are provided. Mathematica code for the more important formulas is included. For a summary of results, see the Chapter 1 excerpt.option pricing, stochastic volatility, equilibrium, smile, term structure, implied volatility, eigenvalue, variational, Mathematica, GARCH diffusion, local martingale

Attitudes Toward Contraception Among Fourth Wave College-Aged Women

This research examines how college-aged women today view contraception in comparison to the ways it has been viewed by previous generations of women, as well as what they view the future of contraception in the United States to look like. This has been done through a lens of political action and advocacy, which has defined the fight for access to contraception and reproductive justice throughout history. In light of the recent threats on contraception and the corresponding responsive social movements, such as the Women’s March, women in the United States are shifting their views on the matter, but what actions are they taking?Reproductive health is highly politicized, yet college-aged/millennial women are not accustomed to an administration that attacks contraception and their access to it. In response to the current American political climate, we\u27ve seen an embracing of feminism in the mainstream media and feminist organization, such as the Women\u27s March, but have yet to see any policy change. The question this has led me to explore is whether or not attacks on access to contraception will politically mobilize and unite women. This research is based in interviews with women on the Gettysburg College campus and the analysis of data on racial, geographic, and class disparities in health care/access in order to understand the politicization of contraception in women\u27s lives