{"product_id":"stochastic-volatility-modeling-chapman-and-hall-crc-financial-mathematics-series","title":"Stochastic Volatility Modeling (Chapman and Hall\/CRC Financial Mathematics Series)","description":"\u003cp\u003e\u003cstrong\u003eBook Details\u003c\/strong\u003e\u003c\/p\u003e\n\u003cul\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eAuthor\u003c\/strong\u003e: Lorenzo Bergomi\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003ePublisher\u003c\/strong\u003e: CRC Press (Chapman Hall)\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eEdition\u003c\/strong\u003e: 1\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eBinding\u003c\/strong\u003e: Hardcover\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eNumber of Pages\u003c\/strong\u003e: 522\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eISBN\u003c\/strong\u003e: 9781482244069\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eLanguages\u003c\/strong\u003e: English\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eDimensions\u003c\/strong\u003e: 9.1 x 6.6 x 1.1 inches\u003c\/p\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003chr\u003e\n\u003cp\u003e\u003cstrong\u003eAbout The Book\u003c\/strong\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cstrong\u003e\"Stochastic Volatility Modeling\"\u003c\/strong\u003e by \u003cstrong\u003eLorenzo Bergomi\u003c\/strong\u003e is an essential guide for understanding \u003cstrong\u003estochastic volatility\u003c\/strong\u003e in the context of financial derivatives modeling. Released in \u003cstrong\u003eJanuary 2016\u003c\/strong\u003e, this \u003cstrong\u003e522-page hardcover\u003c\/strong\u003e book offers a comprehensive exploration of how stochastic volatility models address key issues in the \u003cstrong\u003ederivatives market\u003c\/strong\u003e, making it an invaluable resource for both practitioners and academics.\u003c\/p\u003e\n\u003cp\u003eBergomi, a prominent figure in volatility modeling and the \u003cstrong\u003eQuant of the Year 2009\u003c\/strong\u003e by \u003cstrong\u003eRisk\u003c\/strong\u003e, leverages his extensive experience as the \u003cstrong\u003ehead quant at Société Générale’s equity derivatives division\u003c\/strong\u003e to provide practical insights. The book answers crucial questions such as:\u003c\/p\u003e\n\u003cul\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eWhich trading issues can stochastic volatility address?\u003c\/strong\u003e\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eHow to design relevant models and assess their effectiveness?\u003c\/strong\u003e\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli\u003e\n\u003cp\u003e\u003cstrong\u003eWhen is calibration necessary, and how do we evaluate model usability?\u003c\/strong\u003e\u003c\/p\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cp\u003eWith a focus on \u003cstrong\u003elocal volatility\u003c\/strong\u003e, \u003cstrong\u003estochastic volatility\u003c\/strong\u003e, \u003cstrong\u003elocal-stochastic volatility\u003c\/strong\u003e, and \u003cstrong\u003emulti-asset stochastic volatility\u003c\/strong\u003e, this manual helps readers navigate the complexities of volatility modeling. \u003cstrong\u003eBergomi's approach\u003c\/strong\u003e emphasizes practical challenges faced during trading and hedging activities, making the book a hands-on tool for those in the field.\u003c\/p\u003e\n\u003cp\u003eThrough clear explanations and real-world examples, Bergomi explores the \u003cstrong\u003epractical consequences of modeling choices\u003c\/strong\u003e. The book is perfect for anyone involved in \u003cstrong\u003efinancial modeling\u003c\/strong\u003e, \u003cstrong\u003ederivatives trading\u003c\/strong\u003e, and \u003cstrong\u003equantitative finance\u003c\/strong\u003e, offering both theoretical depth and practical guidance on applying volatility models in real-world scenarios.\u003c\/p\u003e","brand":"CRC Press","offers":[{"title":"Default Title","offer_id":49951600607536,"sku":"Sarat_9781482244069","price":8223.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0690\/9968\/4144\/files\/crc-press-book-default-title-stochastic-volatility-modeling-chapman-and-hall-crc-financial-mathematics-series-41326298792240.jpg?v=1775949583","url":"https:\/\/www.retailmaharaj.com\/products\/stochastic-volatility-modeling-chapman-and-hall-crc-financial-mathematics-series","provider":"Retail Maharaj","version":"1.0","type":"link"}