Lorenzo Bergomi

eBook, ePUB

Stochastic Volatility Modeling (eBook, ePUB)

Beschreibung

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 c

Technische Details

• Geräte: eReader
• mit Kopierschutz

Barrierefreiheit

• Text-to-Speech
• E-Mail des Verlags für Barrierefreiheitsfragen: [e-mail]
• ARIA-Rollen für verbesserte strukturelle Navigation
• Navigation über vor-/zurück-Elemente ohne Inhaltsverzeichnis
• Seitennummerierung folgt dem gedruckten Werk
• Mathematische Inhalte in MathML für assistive Technologien
• Kurze Alternativtexte für nicht-textuelle Inhalte vorhanden
• Text und Medien in logischer Lesereihenfolge angeordnet
• Navigierbarer Index mit direktem Zugriff auf Indexbegriffe
• Navigierbares Inhaltsverzeichnis für direkten Zugriff auf Text und Medien

Autor

Lorenzo Bergomi heads the quantitative research group at Societe Generale, covering all asset classes. A quant for over 15 years, he is well known for his pioneering work on stochastic volatility modeling, some of which has appeared in the Smile Dynamics series of articles in Risk magazine. He was also the magazine's 2009 Quant of the Year. Originally trained as an electrical engineer and with a PhD in theoretical physics, he was active as a physicist in the condensed matter theory group at IphT, CEA, before moving to finance.

Produktdetails

• Verlag: Taylor & Francis eBooks
• Seitenzahl: 522
• Erscheinungstermin: 16. Dezember 2015
• Englisch
• ISBN-13: 9781040077474
• Artikelnr.: 72521170