剧情简介: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 calibration make sense? This m...(展开全部)
外文名:Stochastic Volatility Modeling
作者:Lorenzo Bergomi
ISBN:9781482244069