---
title: "Lorenzo Bergomi Stochastic Volatility Modeling"
ean: "9781482244069"
brand: "Lorenzo Bergomi"
category: "Medier > Bøger > Trykte bøger"
price_min: 1014
price_max: 1014
currency: DKK
vendor_count: 1
in_stock: true
url: https://pricetracker.dk/p/9781482244069/stochastic-volatility-modeling
last_checked: 2026-10-21
---

# Lorenzo Bergomi Stochastic Volatility Modeling

EAN 9781482244069 · Mærke: Lorenzo Bergomi · Kategori: Medier > Bøger > Trykte bøger

Sammenlign priser på Lorenzo Bergomi Stochastic Volatility Modeling fra 1 forhandler. Billigste pris nu: 1.014 kr hos Saxo DK. Se aktuelle priser og køb hos den billigste forhandler på https://pricetracker.dk/p/9781482244069/stochastic-volatility-modeling

## Priser
- **Billigste pris nu:** 1.014 kr hos Saxo DK
- **Prisspænd:** 1.014 kr – 1.014 kr på tværs af 1 forhandler

## Forhandlere
| Forhandler | Pris | Levering |
|---|---|---|
| Saxo DK | 1.014 kr | 1-4 hverdage |

## Om produktet
Beskrivelse fra forhandleren Saxo DK:

> 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.

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Kilde: PriceTracker. Fuld side med interaktiv prishistorik og købslinks: https://pricetracker.dk/p/9781482244069/stochastic-volatility-modeling
Priserne er sidst kontrolleret 2026-10-21.