TY  - BOOK
AU  - Bergomi,Lorenzo
TI  - Stochastic volatility modeling
T2  - Chapman & Hall/CRC financial mathematics series
SN  - 9781482244069
U1  - 332.63/2220151922 
PY  - 2016///
CY  - Boca Raton
PB  - CRC Press
KW  - Finance
KW  - Mathematical models
KW  - Securities
KW  - Stochastic models
N1  - Includes bibliographical references and index
N2  - This 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, Risk’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
UR  - https://uowd.box.com/s/erf8ef475rmvuebm5wn6m7gtbp6wws1g
ER  -