Stochastic Volatility Modeling

£74.99 £87.99

Stochastic Volatility Modeling

Econometrics and economic statistics Finance and accounting Probability and statistics Applied mathematics

Author: Lorenzo Bergomi

Dinosaur mascot

Collection: Chapman and Hall/CRC Financial Mathematics Series

Language: English

Published by: Chapman and Hall/CRC

Published on: 16th December 2015

Format: LCP-protected ePub

ISBN: 9781040077474


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

Show moreShow less