Stochastic Volatility Modeling

✍ Scribed by Bergomi, Lorenzo

Publisher: CRC Press
Year: 2015
Tongue: English
Leaves: 520
Series: Chapman & Hall/CRC financial mathematics series
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

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

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