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Stochastic Volatility Modeling

Language EnglishEnglish
Book Hardback
Book Stochastic Volatility Modeling Lorenzo Bergomi
Libristo code: 10040332
Publishers Apple Academic Press Inc., January 2016
Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volat...
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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

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About the book

Full name Stochastic Volatility Modeling
Author Lorenzo Bergomi
Language English
Binding Book - Hardback
Date of issue 2016
Number of pages 506
EAN 9781482244069
ISBN 9781482244069
Libristo code 10040332
Publishers Apple Academic Press Inc.
Weight 944
Dimensions 241 x 164 x 36

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Applied mathematics
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