Stochastic Volatility Modeling (Record no. 661007)

MARC details
000 -LEADER
fixed length control field 01466 a2200193 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 200605b ||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781482244069
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.63
Cutter BER
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Bergomi, Lorenzo
245 ## - TITLE STATEMENT
Title Stochastic Volatility Modeling
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc Chapman & Hall
Date of publication, distribution, etc 2016
Place of publication, distribution, etc Boca Raton
300 ## - PHYSICAL DESCRIPTION
Extent xvi, 506 pages : illustrations ; 25 cm.
520 ## - SUMMARY, ETC.
Summary, etc Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including: Which trading issues do we tackle with stochastic volatility? How do we design models and assess their relevance? How do we tell which models are usable and when does calibration make sense? 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
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stochastic models
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematical models
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Securities
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Full call number Barcode Date last seen Cost, replacement price Koha item type
    Dewey Decimal Classification     Text Book Symbiosis Institute of Business Management - Hyderabad Symbiosis Institute of Business Management - Hyderabad General 16/03/2020 Shah Book House 4367.75 332.63 BER SIBMH-B-10709 16/03/2020 6719.63 Books