Stochastic Volatility Modeling
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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
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Language: en
Pages: 520
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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
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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
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Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedgin
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Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The
