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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...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Boca Raton :
CRC Press,
[2016]
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| Collection: | Chapman & Hall/CRC financial mathematics series.
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| Sujets: | |
| Accès en ligne: | Texto completo (Requiere registro previo con correo institucional) |