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Lorenzo Bergomi

Bøger af Lorenzo Bergomi

'Stochastic Volatility Modeling'
'Stochastic Volatility Modeling'

Bog | Engelsk

Packed with insights, Lorenzo Bergomis Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including: Which trading issues do we tackle with stochastic volatility? How do we d