Isbn: 9781482244069 - stochastic volatility modeling (chapman and hall/crc financial mathematics series) (23 resultados)

Condición: New.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Condición: New.

Hardcover. Condición: New.

Hardcover. Condición: new. Hardcover. Packed with insights, Lorenzo Bergomis 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, Risks 2009 Quant of the Year and a leading contributor to volatility modeling, draws on his experience as head quant in Societe Generales 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Hardback. Condición: New. 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 Société Générale'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.…

Condición: NEW.

Condición: New.

Condición: New. Series: Chapman & Hall/CRC Financial Mathematics Series. Num Pages: 522 pages, 88 black & white illustrations, 18 black & white tables. BIC Classification: KCHS; KFFM; PBW. Category: (G) General (US: Trade); (U) Tertiary Education (US: College). Dimension: 164 x 241 x 36. Weight in Grams: 890. . 2016. 1st Edition. Hardcover. . . . .…

Condición: New. In English.

Hardback. Condición: New. 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 Société Générale'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.…

Condición: New.

Condición: New. Series: Chapman & Hall/CRC Financial Mathematics Series. Num Pages: 522 pages, 88 black & white illustrations, 18 black & white tables. BIC Classification: KCHS; KFFM; PBW. Category: (G) General (US: Trade); (U) Tertiary Education (US: College). Dimension: 164 x 241 x 36. Weight in Grams: 890. . 2016. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.…

Condición: As New. Unread book in perfect condition.

Hardback. Condición: New. 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 Société Générale'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.…

Hardcover. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condición: As New. Unread book in perfect condition.

Hardcover. Condición: Brand New. 506 pages. 9.25x6.25x1.00 inches. In Stock.

Hardback. Condición: New. 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 Société Générale'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.…

Hardcover. Condición: new. Hardcover. Packed with insights, Lorenzo Bergomis 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, Risks 2009 Quant of the Year and a leading contributor to volatility modeling, draws on his experience as head quant in Societe Generales 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

Hardcover. Condición: Brand New. 506 pages. 9.25x6.25x1.00 inches. In Stock. This item is printed on demand.

Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Written by a leading contributor to volatility modeling and Risk's 2009 Quant of the Year, this book explains how stochastic volatility is used to tackle practical issues arising in the modeling of derivatives. With many unpublished results and insights, the book addresses the practicalities of modeling local volatility, local-stochastic volatility, and multi-asset stochastic volatility. It covers forward-start options, variance swaps, options on realized variance, timer options, VIX futures and options, and daily cliquets. …

Buch. Condición: Neu. Stochastic Volatility Modeling | Lorenzo Bergomi | Buch | Einband - fest (Hardcover) | Englisch | 2016 | Chapman and Hall/CRC | EAN 9781482244069 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.…