Stochastic Volatility Modeling
| Author | : Lorenzo Bergomi |
| Publisher | : CRC Press |
| Total Pages | : 520 |
| Release | : 2015-12-16 |
| ISBN-10 | : 9781482244076 |
| ISBN-13 | : 1482244071 |
| Rating | : 4/5 (071 Downloads) |
Book Synopsis Stochastic Volatility Modeling by : Lorenzo Bergomi
Download or read book Stochastic Volatility Modeling written by Lorenzo Bergomi and published by CRC Press. This book was released on 2015-12-16 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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