Stochastic volatility modeling
Lorenzo Bergomi
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Bergomi, Lorenzo |
| Publisher: |
Boca Raton : CRC Press Taylor & Francis Group |
| Subject: | Stochastische Volatilität | Stochastic volatility | Derivat | Derivative | Theorie | Theory | Volatilität | Stochastisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | xvi, 506 Seiten Diagramme |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references and index |
| ISBN: | 978-1-4822-4406-9 |
| Classification: | Wahrscheinlichkeitsrechnung ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011413975