{"product_id":"stochastic-volatility-modeling-9781482244069","title":"Stochastic Volatility Modeling","description":"\u003cp\u003e • Author(s): Lorenzo Bergomi\u003cbr\u003e • Publisher: Taylor \u0026amp; Francis\u003cbr\u003e • Publisher Imprint: CRC Press\u003cbr\u003e • BISAC: Finance - General\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003ePacked with insights, Lorenzo Bergomi's \u003cstrong\u003eStochastic Volatility Modeling\u003c\/strong\u003e explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including: \u003c\/p\u003e\u003cul\u003e \u003cp\u003e \u003c\/p\u003e \u003cli\u003e\u003cem\u003eWhich trading issues do we tackle with stochastic volatility? \u003c\/em\u003e\u003c\/li\u003e \u003cli\u003e\u003cem\u003eHow do we design models and assess their relevance? \u003c\/em\u003e\u003c\/li\u003e \u003cem\u003e \u003cli\u003eHow do we tell which models are usable and when does calibration make sense?\u003c\/li\u003e\u003c\/em\u003e \u003c\/ul\u003e\u003cp\u003eThis manual covers the practicalities of modeling local volatility, stochastic volatility, local-stochastic volatility, and multi-asset stochastic volatility. In the course of this exploration, the author, \u003ci\u003eRisk\u003c\/i\u003e's 2009 Quant of the Year and a leading contributor to volatility modeling, draws on his experience as head quant in Société Générale's equity derivatives division. Clear and straightforward, the book takes readers through various modeling challenges, all originating in actual trading\/hedging issues, with a focus on the practical consequences of modeling choices.\u003c\/p\u003e","brand":"Taylor \u0026 Francis","offers":[{"title":"Hardcover","offer_id":45237356920983,"sku":"9781482244069","price":7889.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9781482244069.webp?v=1769216296","url":"https:\/\/atlanticbooks.com\/products\/stochastic-volatility-modeling-9781482244069","provider":"Atlantic Books","version":"1.0","type":"link"}