Stochastische Volatilitätsmodellierung (Chapman & Hall/CRC Finanzmathematik-Serie)
102,39 €
This manual covers the practicalities of modeling local volatility, stochastic volatility, local-stochastic volatility, and multi-asset stochastic volatility. 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.
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