Online Resource
[Erscheinungsort nicht ermittelbar] : Chapman and Hall/CRC
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Boston, MA : Safari
ISBN:
9781482244076
Language:
English
Pages:
1 online resource (522 pages)
Edition:
1st edition
Keywords:
Electronic books ; local
Abstract:
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
Note:
Online resource; Title from title page (viewed December 16, 2015)
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Mode of access: World Wide Web.
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