Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of. Profile of Lorenzo Bergomi, author of Stochastic Volatility Modeling, A quant for over 15 years, I have spent most of my career in Société. Readers of Risk voted Lorenzo Bergomi, head of equity derivatives quantitative research at Société Générale, quant of the year for his series of.
|Published:||20 April 2014|
|PDF File Size:||34.41 Mb|
|ePub File Size:||18.25 Mb|
LORENZO BERGOMI EBOOK
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