£74.99
£87.99
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
Stochastic Financial Models
Introduction to Stochastic Calculus Applied to Finance
Financial Mathematics, Volatility and Covariance Modelling
Recent Developments in Stochastic Numerics and Computational Finance
Handbook of Volatility Models and Their Applications
Derivatives Pricing and Modeling
Parameter Estimation in Stochastic Volatility Models
Quantitative Modeling of Derivative Securities
Stochastic Models, Statistics and Their Applications
Continuous Stochastic Calculus with Applications to Finance
Applied Stochastic Modeling
Financial Modelling with Jump Processes