| 000 | nam a22 4500 | ||
|---|---|---|---|
| 999 |
_c114588 _d114588 |
||
| 003 | OSt | ||
| 005 | 20190412114129.0 | ||
| 008 | 190408b ||||| |||| 00| 0 eng d | ||
| 020 | _a9781482244069 | ||
| 040 | _c | ||
| 082 |
_a332.6322 _bBER |
||
| 100 |
_aBergomi, Lorenzo _936961 |
||
| 245 | _aStochastic Volatility Modeling | ||
| 260 |
_bCRC Press _c2016 _aBoca Raton |
||
| 300 | _a506p | ||
| 440 |
_aChapman and Hall/CRC Financial Mathematics Series _936962 |
||
| 500 | _a1. 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 | ||
| 600 |
_aFinance - Mathematical models _936963 |
||
| 942 |
_2ddc _cLB _k332.6322 _mBER |
||