| 000 | nam a22 4500 | ||
|---|---|---|---|
| 999 |
_c32831 _d32831 |
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| 008 | 240220b xxu||||| |||| 00| 0 eng d | ||
| 020 |
_a9781482244069 _chbk |
||
| 082 |
_a332.632220151922 _bBER |
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| 100 | _aBergomi, Lorenzo | ||
| 245 | _aStochastic volatility modeling | ||
| 260 |
_bCRC Press, _aBoca Raton : _c2016 |
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| 300 |
_axvi, 506 p. ; _bill., _c24 cm |
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| 365 |
_b84.99 _c$ _d86.50 |
||
| 490 | _aChapman & Hall CRC financial mathematics series | ||
| 504 | _aIncludes bibliographical references and index. | ||
| 520 | _aPacked 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 c. | ||
| 650 | _aStochastic models | ||
| 650 | _aFinance and Accounting | ||
| 942 |
_2ddc _cBK |
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