Code: 10040332
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 ... more
- Language:
English - Binding: Hardback
- Number of pages: 506
Publisher: Apple Academic Press Inc., 2016
- More about this
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Book 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
Book details
Book category Books in English Economics, finance, business & management Economics Econometrics
134.07 €
- Full title: Stochastic Volatility Modeling
- Author: Lorenzo Bergomi
- Language: English
- Binding: Hardback
- Number of pages: 506
- EAN: 9781482244069
- ISBN: 9781482244069
- ID: 10040332
- Publisher: Apple Academic Press Inc.
- Weight: 944 g
- Dimensions: 164 × 241 × 36 mm
- Date of publishing: 05. January 2016
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