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Stochastic volatility modeling / Lorenzo Bergomi.
Lending Resource Sharing Requests HG106 .B39 2016
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Log in to request item- Format:
- Book
- Author/Creator:
- Bergomi, Lorenzo, author.
- Series:
- Chapman & Hall/CRC financial mathematics series
- Language:
- English
- Subjects (All):
- Finance--Mathematical models.
- Finance.
- Securities--Mathematical models.
- Securities.
- Stochastic models.
- Physical Description:
- xvi, 506 pages : illustrations ; 25 cm.
- Place of Publication:
- Boca Raton, FL : CRC Press, Taylor & Francis Group, [2016]
- Notes:
- Includes bibliographical references and index.
- ISBN:
- 9781482244069
- 1482244063
- OCLC:
- 925426425
- Publisher Number:
- 40025793277
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