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£61.84
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Rough Volatility: 2 - Financial Mathematics Textbook
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Most common price: £62 (12 days, 66.7%)
Price range: £62 - £63
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Description
Key Features
Covers the mathematical modeling of volatility and its role in financial market uncertainty.
Examines the transition from traditional semimartingale models to new rough volatility paradigms.
Analyzes empirical estimates regarding the scaling behavior of volatility paths.
Discusses path-dependent volatility and its jump-like short-term behavior.
Published by SIAM - Society for Industrial and Applied Mathematics for academic rigor.
Product Specifications
- Format
- paperback
- ASIN
- 1611977770
- Domain
- Amazon UK
- Release Date
- 31 January 2024
- Listed Since
- 07 December 2023
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