Stochastic Volatility Modeling

by Lorenzo Bergomi | 1st Edition | Chapman & Hall | eText 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...

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About this 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 c

Book details

  • Author: Lorenzo Bergomi
  • Publisher: Chapman & Hall
  • Edition: 1st Edition
  • eText ISBN: 9781040077474
  • Print ISBN: 9781482244069
  • Format: Reflowable Layout
  • Language: en
  • Copyright: 2016