Stochastic Volatility Modeling

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Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of d

Modelling and Simulation of Stochastic Volatility in Finance

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The famous Black-Scholes model was the starting point of a new financial industry and has been a very important pillar of all options trading since. One of its

Handbook of Volatility Models and Their Applications

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A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communication

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

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Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedgin

Stochastic Volatility in Financial Markets

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Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The