Bergomi, Lorenzo <br/><br/>
Stochastic volatility modeling / 
Lorenzo Bergomi 
 - Boca Raton, Fla. :  CRC Press,  2020 
 - xvi, 506 p. :  charts ;   24 cm. 
 - Chapman and Hall/CRC financial mathematics series .
<br/><br/> 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<br/> 
<br/><br/>Includes bibliographical references and indexes 
<br/><br/><label>ISBN: </label>9780367848378 :  £ 1050.00 ( 12 vol. set) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance--Mathematical models<br/>Securities--Mathematical models<br/>Stochastic models
<br/><br/><label>Dewey Class. No.: </label>R.R. 332.63222051922  / B 454