Stochastic Volatility Modeling

by Lorenzo Bergomi

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 calibration make sense?

This manual covers the practicalities...

• Format: Hardcover
• Language: English
• ISBN: 1482244063
• ISBN13: 9781482244069
• Release Date: January 2016
• Publisher: CRC Press
• Length: 522 Pages
• Weight: 1.85 lbs.
• Dimensions: 1.2" x 6.1" x 9.3"