Online-Ressource
[Erscheinungsort nicht ermittelbar] : Chapman and Hall/CRC
|
Boston, MA : Safari
ISBN:
9781482244076
Sprache:
Englisch
Seiten:
1 online resource (522 pages)
Ausgabe:
1st edition
Schlagwort(e):
Electronic books ; local
Kurzfassung:
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
Anmerkung:
Online resource; Title from title page (viewed December 16, 2015)
,
Mode of access: World Wide Web.
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