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  • 1
    Online Resource
    Online Resource
    Stochastic Volatility Modeling (2015)
    [Erscheinungsort nicht ermittelbar] : Chapman and Hall/CRC | Boston, MA : Safari
    Details
    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) , Mode of access: World Wide Web.
    URL: lizenzpflichtig
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