Stochastic Volatility Modeling

Bergomi, Lorenzo

Stochastic Volatility Modeling - Boca Raton CRC Press 2016 - 506p - Chapman and Hall/​CRC Financial Mathematics Series .

1. Introduction
2. Local volatility
3. Forward-start options
4. Stochastic volatility - introduction
5. Variance swaps
6. An example of one-factor dynamics: the Heston model
7. Forward variance models
8. The smile of stochastic volatility models
9. Linking static and dynamic properties of stochastic volatility models
10. What causes equity smiles?
11. Multi-asset stochastic volatility
12. Local-stochastic volatility models

9781482244069


Finance - Mathematical models

332.6322 / BER
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