STOCHASTIC VOLATILITY MODELING
ebook

STOCHASTIC VOLATILITY MODELING (ebook)

LORENZO BERGOMI

$2,160.00
IVA incluido
Editorial:
CHAPMAN & HALL
Materia
MATEMATICAS
ISBN:
9781040077474
Formato:
Epublication content package
Idioma:
Inglés
DRM
Si

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