Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including:Which trading issues do we tackle with stochastic volatility? How do we design models and assess their relevance? How do we tell which models are usable and when does c
| ISBN: | 9781482244076 |
| Publication date: | 16th December 2015 |
| Author: | Bergomi, Lorenzo |
| Publisher: | CRC Press |
| Format: | Ebook |
Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including:Which trading issues do we tackle with stochastic volatility? How do we design models and assess their relevance?
Hardback, Ebook. £87.99. Not Available.
Stochastic Volatility Modeling was written by Bergomi, Lorenzo and published by CRC Press
£87.99. Not Available.