 |


|
 |
Item Details
Title:
|
STOCHASTIC VOLATILITY MODELING
|
By: |
Lorenzo Bergomi |
Format: |
Hardback |

List price:
|
£87.00 |
Our price: |
£78.30 |
Discount: |
|
You save:
|
£8.70 |
|
|
|
|
ISBN 10: |
1482244063 |
ISBN 13: |
9781482244069 |
Availability: |
Usually dispatched within 3-5 days.
Delivery
rates
|
Stock: |
Currently 2 available |
Publisher: |
APPLE ACADEMIC PRESS INC. |
Pub. date: |
5 January, 2016 |
Series: |
Chapman & Hall/CRC Financial Mathematics Series |
Pages: |
522 |
Synopsis: |
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 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 his experience as head quant in Societe Generale's equity derivatives division. Clear and straightforward, the book takes readers through various modeling challenges, all originating in actual trading/hedging issues, with a focus on the practical consequences of modeling choices. |
Illustrations: |
88 black & white illustrations, 18 black & white tables |
Publication: |
Canada |
Imprint: |
Apple Academic Press Inc. |
Returns: |
Returnable |
|
|
|
 |


|

|

|

|

|
Little Worried Caterpillar (PB)
Little Green knows she''s about to make a big change - transformingfrom a caterpillar into a beautiful butterfly. Everyone is VERYexcited! But Little Green is VERY worried. What if being a butterflyisn''t as brilliant as everyone says?Join Little Green as she finds her own path ... with just a littlehelp from her friends.

|

|
All the Things We Carry PB
What can you carry?A pebble? A teddy? A bright red balloon? A painting you''ve made?A hope or a dream?This gorgeous, reassuring picture book celebrates all the preciousthings we can carry, from toys and treasures to love and hope. With comforting rhymes and fabulous illustrations, this is a warmhug of a picture book.

|

|
|
 |