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內容簡介top Stochastic Volatility Modeling 簡介 Requiring only elementary familiarity with the models and concepts of mathematical finance, this book explains how stochastic volatility can be used to address actual pricing and hedging issues arising in derivatives modeling, particularly with regards to equity derivatives. Starting with a thorough cross-examination of local volatility, it gently takes the reader through various modeling issues while keeping a permanent focus on the practical relevance of modeling choices. Knowledge is built incrementally with later sections often referencing early material.

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