Stochastic volatility Modeling /
This manual covers the practicalities of modeling local volatility, stochastic volatility, local-stochastic volatility, and multi-asset stochastic volatility. In the course of this exploration, the author, Risk's 2009 Quant of the Year and a leading contributor to volatility modeling, draws on...
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Boca Raton :
CRC Press,
[2016]
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| Series: | Chapman & Hall/CRC financial mathematics series.
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| Subjects: | |
| Online Access: | CONNECT |
