Stochastic Volatility Modeling
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About The Book

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 calibration make sense? This manual covers the practicalities of modeling local volatility stochastic volatility local-stochastic volatility and mu
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Details

ISBN 13
:
9781482244069
Publication Date
:
05-01-2016
Pages
:
522
Weight
:
826 grams
Dimensions
:
156x234x28.82 mm
Publisher