Stochastic Volatility
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Stochastic Volatility Modeling
Author | : Lorenzo Bergomi |
Publisher | : CRC Press |
Total Pages | : 520 |
Release | : 2015-12-16 |
Genre | : Business & Economics |
ISBN | : 1482244071 |
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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
Stochastic Volatility Modeling Related Books
Language: en
Pages: 520
Pages: 520
Type: BOOK - Published: 2015-12-16 - Publisher: CRC Press
Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of d
Language: en
Pages: 456
Pages: 456
Type: BOOK - Published: 2011-09-29 - Publisher: Cambridge University Press
Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedgin
Language: en
Pages: 219
Pages: 219
Type: BOOK - Published: 2008 - Publisher: Universal-Publishers
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
Language: en
Pages: 534
Pages: 534
Type: BOOK - Published: 2005 - Publisher: Oxford University Press, USA
Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial m
Language: en
Pages: 222
Pages: 222
Type: BOOK - Published: 2000-07-03 - Publisher: Cambridge University Press
This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.