Book PDf, epub: Rough Volatility

Name: Rough Volatility
Rating: 4.8 (11 reviews)
Author: Christian Bayer, Peter K. Friz, Masaaki Fukasawa, Jim Gatheral, Antoine Jacquier, Mathieu Rosenbaum

Author: Christian Bayer, Peter K. Friz, Masaaki Fukasawa, Jim Gatheral, Antoine Jacquier, Mathieu Rosenbaum

ISBN: 9781611977776

Publisher: Society for Industrial and Applied Mathematics; SIAM

Year: 2023

Publisher Edition (Original Quality)

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File Size

2.41 MB

Pages

283.0

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Description

Introduction to the book Rough Volatility The book Rough Volatility, written by Deffieux and Descamps, is considered one of the most important works in its field. This book contains valuable and useful content that is highly suitable for those interested in this subject.

About the book Rough Volatility By drawing on the authors' experience and knowledge, this work provides readers with comprehensive and practical information.

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