Jean-Pierre Fouque et al.

Published titles in this catalogue:

Reviews

Shelf notes for catalogue titles by this author.

Advanced Reference on Stochastic Volatility Models
Stochastic Volatility Modeling
This book serves as an advanced reference on stochastic volatility models, particularly focusing on SABR and CEV.

Classic

Stochastic Volatility Modeling

Jean-Pierre Fouque et al. · 2000 · Chapman And Hall

Stochastic Volatility Modeling provides a comprehensive framework for understanding and applying stochastic volatility models in quantitative finance. The book covers essential mathematical tools and methodologies for pricing derivatives and managing risk in financial markets.

Derivatives
Quantitative finance