Cover of Lorenzo Bergomi: Stochastic Volatility Modeling

Lorenzo Bergomi Stochastic Volatility Modeling

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CRC Press

2015

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978-1-4822-4407-6

1-4822-4407-1

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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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