Stochastic Volatility Modeling

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Stochastic Volatility Modeling

Investment and securities Probability and statistics

Author: Lorenzo Bergomi

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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

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