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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Bibliographic Details
Main Author: Bergomi, Lorenzo (Author)
Format: eBook
Published: Boca Raton : CRC Press, [2016]
Series:Chapman & Hall/CRC financial mathematics series.
Online Access:CONNECT