Skip to content

Booksellers & Trade Customers: Sign up for online bulk buying at trade.atlanticbooks.com for wholesale discounts

Booksellers: Create Account on our B2B Portal for wholesale discounts

Python for Rough Volatility: Rough Bergomi and Stochastic Volatility Models by Helena K. Marwood, Danny Munrow, Vincent Bisette

Python for Rough Volatility: Rough Bergomi and Stochastic Volatility Models

by Helena K. Marwood , Danny Munrow , Vincent Bisette
Save 13% Save 13%
₹3,197.00
₹3,672.00
₹3,672.00
₹3,672.00
(-13%)
₹3,197.00
₹3,197.00

Imported Edition - Ships in 18-21 Days

Free Shipping in India on orders above Rs. 500

Request Bulk Quantity Quote
+91
Book cover type: Paperback
  • ISBN13: 9798198945449
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Independently Published
  • Publisher Imprint: Independently Published
  • Publication Date:
  • Pages: 408
  • Original Price: GBP 28.24
  • Language: English
  • Edition: N/A
  • Item Weight: 490 grams
  • BISAC Subject(s): Investments & Securities / Analysis & Trading Strategies

Reactive Publishing

Python for Rough Volatility introduces readers to the practical implementation of rough volatility models in Python, with a focused treatment of the Rough Bergomi model and related stochastic volatility frameworks used in quantitative finance.

This book bridges the gap between advanced mathematical theory and working code. It demonstrates how to build, simulate, calibrate, and apply rough volatility models using Python, with emphasis on numerical methods and computational efficiency suitable for real-world quantitative workflows.

What the book covers:

  • Core concepts of rough volatility and the Rough Bergomi model
  • Implementation of stochastic volatility models in Python
  • High-performance calibration techniques
  • Simulation methods for rough paths
  • Practical considerations for model application in quantitative finance

Written for quantitative analysts, developers, and researchers working in options pricing, volatility modeling, and financial engineering, the book assumes familiarity with Python programming and basic stochastic calculus. All examples are provided with complete, runnable code that can be adapted for personal or professional use.

The material is presented in a clear, technical style focused on implementation details rather than theoretical proofs, making it a practical resource for those looking to incorporate rough volatility models into their quantitative toolkit.


Trusted for over 49 years

Family Owned Company

Secure Payment

All Major Credit Cards/Debit Cards/UPI & More Accepted

New & Authentic Products

India's Largest Distributor

Need Support?

Whatsapp Us

Related Category

business & economics > investments & securities / analysis & trading strategies

Bestselling

View All
Atomic Habits (Lead Title) by Clear, James

Atomic Habits (Lead Title)

Clear, James

₹585
₹899
₹899
₹899
(-35%)
₹585
₹585

• Author(s): Clear | James • Publisher: Penguin • Publisher Imprint: Penguin Random House • Subject: General Books

Diary of a Wimpy Kid: Partypooper (Book 20) by Jeff Kinney

Diary of a Wimpy Kid: Partypooper (Book 20)

Jeff Kinney

₹455
₹699
₹699
₹699
(-35%)
₹455
₹455

• Author(s): Jeff Kinney • Publisher: Penguin Random House Children's UK • Publisher Imprint: Penguin Random House Children's UK • BISAC: Comics & Graphic Novels - Humorous

Ikigai by Hector Garcia

Ikigai

Hector Garcia

₹390
₹599
₹599
₹599
(-35%)
₹390
₹390

• Author(s): Hector Garcia • Publisher: Penguin • Publisher Imprint: Penguin Random House • Subject: General Books

The Courage To Be Disliked How To Free Yourself Change Your Life And Achieve Real Happiness Courage To Series by Ichiro Kishimi

The Courage To Be Disliked How To Free Yourself Change Your Life And Achieve Real Happiness Courage To Series

Ichiro Kishimi

₹358
₹550
₹550
₹550
(-35%)
₹358
₹358

• Author(s): Ichiro Kishimi • Publisher: GROVE ATLANTIC • Publisher Imprint: Allen & Unwin • BISAC: Personal Growth - SuccessIchiro Kishimi lives in Kyoto. He writes, lectures and teaches in psychiatric clinics as a certified counsellor and c...

View full details
12 Years: My Messed-up Love Story by Chetan Bhagat

12 Years: My Messed-up Love Story

Chetan Bhagat

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Chetan Bhagat • Publisher: HarperCollins Publishers India • Publisher Imprint: HarperCollins Publishers India • BISAC: GeneralFrom India's top-selling writer Chetan Bhagat comes a powerful new love story that will make you laugh, cry...

View full details
The Mountain Is You: Transforming Self-Sabotage Into Self-Mastery

The Mountain Is You: Transforming Self-Sabotage Into Self-Mastery

Brianna Wiest

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Brianna Wiest • Publisher: Manjul Publishing • Publisher Imprint: Amaryllis • BISAC: Body Mind And SpiritThis is a book about self-sabotage. Why we do it, when we do it, and how to stop doing it—for good. Coexisting but conflicting n...

View full details
The Art of Spending Money: Simple Choices for a Richer Life by Morgan Housel

The Art of Spending Money: Simple Choices for a Richer Life

Morgan Housel

₹290
₹499
₹499
₹499
(-42%)
₹290
₹290

• Author(s): Morgan Housel • Publisher: Pan Macmillan • Publisher Imprint: Pan Macmillan • BISAC: Finance - Wealth ManagementA third book from the International bestselling author of The Psychology of Money and Same as Ever, lessons on harnessing...

View full details
Mother Mary Comes To Me by Arundhati Roy

Mother Mary Comes To Me

Arundhati Roy

₹585
₹899
₹899
₹899
(-35%)
₹585
₹585

• Author(s): Arundhati Roy• Publisher: PRH INDIA LOCAL PRINT• Publisher Imprint: Penguin Hamish Hamilton• BISAC: Literary FiguresArundhati Roy’s first work of memoir, this is a soaring account, both intimate and inspiring, of how the author became...

View full details
Truth without Apology: A Guide for Those Who Can Stand It by Acharya Prashant

Truth without Apology: A Guide for Those Who Can Stand It

Acharya Prashant

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Acharya Prashant • Publisher: HarperCollins Publishers India • Publisher Imprint: HarperCollins Publishers India • BISAC: GeneralIn a world where vagueness is mistaken for depth and obscurity passes for wisdom, Truth without Apology ...

View full details
Grandma's Bag of Stories by Sudha Murthy

Grandma's Bag of Stories

Sudha Murthy

₹179
₹275
₹275
₹275
(-35%)
₹179
₹179

• Author(s): Sudha Murthy • Publisher: India Puffin • Publisher Imprint: India Puffin • BISAC: Short StoriesWho can resist a good story, especially when it's being told by Grandma? From her bag emerges tales of kings and cheats, monkeys and mic...

View full details
Days at the Morisaki Bookshop by Satoshi Yagisawa

Days at the Morisaki Bookshop

Satoshi Yagisawa

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Satoshi Yagisawa • Publisher: Bonnier Books Ltd • Publisher Imprint: Bonnier Books Ltd

Deep Work: Rules For Focused Success In A Distracted World by Newport, Cal

Deep Work: Rules For Focused Success In A Distracted World

Newport, Cal

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Newport, Cal • Publisher: Little, Brown Book Group • Publisher Imprint: Piatkus

Can We Be Strangers Again?: A National Bestseller by Shrijeet Shandilya

Can We Be Strangers Again?: A National Bestseller

Shrijeet Shandilya

₹195
₹299
₹299
₹299
(-35%)
₹195
₹195

• Author(s): Shrijeet Shandilya • Publisher: Ebury Press • Publisher Imprint: Ebury Press • BISAC: Romance - GeneralIn the electric haze of college life, three friends are bound by laughter, late-night talks and unspoken promises. But when two of...

View full details
The Secret of Secrets: (Robert Langdon Book 6) by Dan Brown

The Secret of Secrets: (Robert Langdon Book 6)

Dan Brown

₹975
₹1,499
₹1,499
₹1,499
(-35%)
₹975
₹975

• Author(s): Dan Brown • Publisher: Transworld Publishers Ltd • Publisher Imprint: Transworld Publishers Ltd • BISAC: Thrillers - EspionageDan Brown is the bestselling author of Digital Fortress, Deception Point, Angels and Demons, The Da Vinci C...

View full details
Magic of the Lost Temple by Sudha Murty

Magic of the Lost Temple

Sudha Murty

₹179
₹275
₹275
₹275
(-35%)
₹179
₹179

• Author(s): Sudha Murty • Publisher: India Puffin • Publisher Imprint: India Puffin • BISAC: Action & Adventure - General

Rich Dad Poor Dad: What the Rich Teach Their Kids about Money That the Poor and Middle Class Do Not!

Rich Dad Poor Dad: What the Rich Teach Their Kids about Money That the Poor and Middle Class Do Not!

₹390
₹599
₹599
₹599
(-35%)
₹390
₹390

• Publisher: Penguin • Publisher Imprint: Penguin Random House • Subject: General Books • BISAC: Personal Finance - GeneralApril of 2022 marks a 25-year milestone for the personal finance classic Rich Dad Poor Dad that still ranks as the #1 Pers...

View full details
World’S Greatest Books For Personal Growth & Wealth (Set Of 4 Books) : Perfect Motivational by Dale Carnegie, Napoleon Hill

World’S Greatest Books For Personal Growth & Wealth (Set Of 4 Books) : Perfect Motivational

Dale Carnegie, Napoleon Hill

₹390
₹599
₹599
₹599
(-35%)
₹390
₹390

• Author(s): Dale Carnegie | Napoleon Hill • Publisher: Fingerprint • Publisher Imprint: Fingerprint • Subject: General Books

The Housemaid: An Addictive Psychological Thriller With Mind-Bending Twists by Freida Mcfadden

The Housemaid: An Addictive Psychological Thriller With Mind-Bending Twists

Freida Mcfadden

₹358
₹550
₹550
₹550
(-35%)
₹358
₹358

• Author(s): Freida Mcfadden • Publisher: Penguin Select Print • Publisher Imprint: Penguin Select Publishing"Multi-Million Copy Bestselling Series •Now Being Made Into a Major Motion Picture Starring Sydney Sweeney and Amanda Seyfried #1 New Yor...

View full details
101 Tales: The Great Panchatantra Collection by Wonder House Books

101 Tales: The Great Panchatantra Collection

Wonder House Books

₹390
₹599
₹599
₹599
(-35%)
₹390
₹390

• Author(s): Wonder House Books • Publisher: Wonder House Books • Publisher Imprint: Wonder House Books • BISAC: Comics & Graphic Novels - Fairy Tales, Folklore, Legends & MTimeless Wisdom, Talking Animals & Life Lessons for Young Min...

View full details
Man's Search For Meaning by Viktor E. Frankl

Man's Search For Meaning

Viktor E. Frankl

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Viktor E. Frankl • Publisher: Random House • Publisher Imprint: Random Hou • Subject: Medical, Nursing and Health Sciences

Bacchon KI Doctor's Desi Parenting Book: A Doctor-Mom's Guide to Milk, Myths, Motherhood and More by Madhavi Bharadwaj

Bacchon KI Doctor's Desi Parenting Book: A Doctor-Mom's Guide to Milk, Myths, Motherhood and More

Madhavi Bharadwaj

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Madhavi Bharadwaj • Publisher: PRH India • Publisher Imprint: Penguin Ebury Press • BISAC: Parenting - MotherhoodWelcome to the wild, messy, wonderful world of parenting--where the nights are long, the diapers are explosive, and unso...

View full details
The Outsider by Vir Das

The Outsider

Vir Das

₹455
₹699
₹699
₹699
(-35%)
₹455
₹455

• Author(s): Vir Das • Publisher: HarperCollins Publishers India • Publisher Imprint: HarperCollins Publishers India • BISAC: Entertainment & Performing ArtsComedian and actor Vir Das is beloved (by some, tolerated by others, blocked by a few...

View full details
The Very Hungry Caterpillar by Eric Carle

The Very Hungry Caterpillar

Eric Carle

₹293
₹450
₹450
₹450
(-35%)
₹293
₹293

• Author(s): Eric Carle • Publisher: Penguin Books, Limited (UK) • Publisher Imprint: Penguin Books, Limited (UK) • BISAC: Animals - Butterflies, Moths & CaterpillarsEric Carle's The Very Hungry Caterpillar is a perennial favourite with child...

View full details
Too Good to Be True : A smart, funny will-they-won’t-they romance by mostlysane by Prajakta Koli

Too Good to Be True : A smart, funny will-they-won’t-they romance by mostlysane

Prajakta Koli

₹260
₹399
₹399
₹399
(-35%)
₹260
₹260

• Author(s): Prajakta Koli • Publisher: Harper Fiction India • Publisher Imprint: Harper Fiction India • BISAC: Romance - ContemporaryWinner of the Amazon India Popular Choice Debut Book 2025 Award. From one of India's most-loved creators comes s...

View full details
Home
Genres
Account
Chat