Derivatives Mathematics & Volatility Modeling: Option Pricing Theory, Stochastic Models, and Volatility Surface Construction

Name: Derivatives Mathematics & Volatility Modeling: Option Pricing Theory, Stochastic Models, and Volatility Surface Construction
Brand: Independently Published
SKU: 9798249098940
Price: 3220.0 INR
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by Danny Munrow , Cole Stratton

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ISBN13: 9798249098940
Binding: Paperback
Subject: N/A
Publisher: Independently Published
Publisher Imprint: Independently Published
Publication Date: February 20, 2026
Pages: 500
Original Price: GBP 28.22
Language: English
Edition: N/A
Item Weight: 663 grams
BISAC Subject(s): Investments & Securities / Derivatives

About The Book

Reactive Publishing

Derivatives markets are built on mathematics. This book provides a rigorous yet practical framework for understanding how options are priced, how volatility behaves, and how quantitative models are constructed and calibrated in real markets.

Derivatives Mathematics & Volatility Modeling develops the core analytical tools used by quantitative analysts, derivatives traders, and financial engineers. It bridges theory and implementation, moving from foundational option pricing frameworks to advanced stochastic volatility systems and volatility surface construction techniques.

Inside, you will explore:

The mathematical structure of derivatives pricing models
Risk-neutral valuation and martingale methods
The Black-Scholes framework and its assumptions
Stochastic volatility models including Heston-style dynamics
Implied volatility mechanics and smile behavior
Volatility surface construction and interpolation methods
Calibration techniques and model diagnostics
Practical considerations in real-world derivatives markets

The focus is on clarity, mathematical precision, and market relevance. Each concept is grounded in formal derivation while remaining connected to how professionals actually model volatility and price derivatives across strikes and maturities.

Designed for advanced students, quantitative researchers, and market practitioners, this text serves as both a reference and a structured learning path into modern volatility modeling.

If you work in derivatives, systematic trading, or quantitative research, this book provides the mathematical foundation required to understand and build robust pricing models in contemporary markets.

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