This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.

Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedgin

The famous Black-Scholes model was the starting point of a new financial industry and has been a very important pillar of all options trading since. One of its

This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I

Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of d