Stochastic Volatility Modeling

Stochastic Volatility Modeling

Autor: Lorenzo Bergomi
Editorial: CRC Press
Edición: 1
Fecha de publicación: 2015
ISBN: 9781482244069

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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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