Stochastic Volatility Modeling (Chapman and Hall/CRC Financial Mathematics Series)
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- Synopsis
- 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
- Copyright:
- 2016
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9781040077474
- Related ISBNs:
- 9781482244076, 9780367848378, 9780429170461, 9781482244069
- Publisher:
- CRC Press
- Date of Addition:
- 12/04/24
- Copyrighted By:
- Taylor & Francis Group, LLC
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.