pickabook books with huge discounts for everyone
pickabook books with huge discounts for everyone
Visit our new collection website www.collectionsforschool.co.uk
     
Email: Subscribe to news & offers:
Need assistance? Log In/Register


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

List price: £87.00
Our price: £78.30
Discount:
10% off
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
Some other items by this author:

TOP SELLERS IN THIS CATEGORY
Psychology of Money (Paperback / softback)
Harriman House Publishing
Our Price : £12.40
more details
Fundamentals of Investing, Global Edition (Paperback)
Pearson Education Limited
Our Price : £19.80
more details
How to Become a Microcap Millionaire (Paperback / softback)
Harriman House Publishing
Our Price : £14.59
more details
Warren Buffett and the Interpretation of Financial Statements (Paperback)
Simon & Schuster Ltd
Our Price : £7.29
more details
Common Stocks and Uncommon Profits and Other Writings (Paperback)
John Wiley and Sons Ltd
Our Price : £15.33
more details
BROWSE FOR BOOKS IN RELATED CATEGORIES
 ECONOMICS, FINANCE, BUSINESS AND INDUSTRY
 finance & accounting
 finance
 investment & securities


Information provided by www.pickabook.co.uk
SHOPPING BASKET
  
Your basket is empty
  Total Items: 0
 






Early Learning
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.
add to basket

Early Learning
add to basket

Picture Book
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.
add to basket