--- product_id: 32560685 title: "Stochastic Volatility Modeling (Chapman and Hall/CRC Financial Mathematics Series)" price: "736.78 DT" currency: TND in_stock: true reviews_count: 10 url: https://www.desertcart.tn/products/32560685-stochastic-volatility-modeling-chapman-and-hall-crc-financial-mathematics-series store_origin: TN region: Tunisia --- # Stochastic Volatility Modeling (Chapman and Hall/CRC Financial Mathematics Series) **Price:** 736.78 DT **Availability:** ✅ In Stock ## Quick Answers - **What is this?** Stochastic Volatility Modeling (Chapman and Hall/CRC Financial Mathematics Series) - **How much does it cost?** 736.78 DT with free shipping - **Is it available?** Yes, in stock and ready to ship - **Where can I buy it?** [www.desertcart.tn](https://www.desertcart.tn/products/32560685-stochastic-volatility-modeling-chapman-and-hall-crc-financial-mathematics-series) ## Best For - Customers looking for quality international products ## Why This Product - Free international shipping included - Worldwide delivery with tracking - 15-day hassle-free returns ## Description 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. Review: Fast Delivery - It came in three days to Canada. Surprised! Canadapost takes a week to bring a parcel in the same city and charges more than double of what desertcart charged. The book arrived in perfect brand new condition and there was a big discount on the purchase price of the book. The book offers a comprehensive analysis of the local volatility and local-stochastic volatility models. Review: An indispensable reference for practitioners - This book is bound to become a reference on the subject. It is self-contained, reads easily, and is focused on results. It discusses a vast range of topics and it includes material hardly found in other publications that is key to volatility trading. Specifically you will find the state of art in volatility smile,and option hedging; many relevant examples on volatility surfaces, VIX indices and options, and the models beyond Black-Scholes that are currently used in the industry. ## Technical Specifications | Specification | Value | |---------------|-------| | Best Sellers Rank | #221,744 in Books ( See Top 100 in Books ) #14 in Stochastic Modeling #16 in Business Pricing #22 in Financial Engineering (Books) | | Customer Reviews | 4.6 out of 5 stars 29 Reviews | ## Images ![Stochastic Volatility Modeling (Chapman and Hall/CRC Financial Mathematics Series) - Image 1](https://m.media-amazon.com/images/I/71xk6GpBHeL.jpg) ## Customer Reviews ### ⭐⭐⭐⭐⭐ Fast Delivery *by S***T on August 12, 2024* It came in three days to Canada. Surprised! Canadapost takes a week to bring a parcel in the same city and charges more than double of what Amazon charged. The book arrived in perfect brand new condition and there was a big discount on the purchase price of the book. The book offers a comprehensive analysis of the local volatility and local-stochastic volatility models. ### ⭐⭐⭐⭐⭐ An indispensable reference for practitioners *by R***I on September 7, 2016* This book is bound to become a reference on the subject. It is self-contained, reads easily, and is focused on results. It discusses a vast range of topics and it includes material hardly found in other publications that is key to volatility trading. Specifically you will find the state of art in volatility smile,and option hedging; many relevant examples on volatility surfaces, VIX indices and options, and the models beyond Black-Scholes that are currently used in the industry. ### ⭐⭐⭐⭐ Great reference, ruined by painful notation choices *by A***E on July 13, 2025* Great reference! The focus on practical problems in hedging and pricing, and the constant reference to the P&L accounting equation in every chapter make this book highly relevant for equity drivatives quants and partially to traders. The content is absolutely 5/5 However, some choices regarding notation make it kind of painful to follow many of the derivations. The most important flaw is the choice of not distinguishing between total and partial derivatives for pricing functions, which forces you each time to track the derivations of each PDE to understand the functional dependencies on parameters. ## Frequently Bought Together - Stochastic Volatility Modeling (Chapman and Hall/CRC Financial Mathematics Series) - The Volatility Surface: A Practitioner's Guide - The Volatility Smile (Wiley Finance) --- ## Why Shop on Desertcart? - 🛒 **Trusted by 1.3+ Million Shoppers** — Serving international shoppers since 2016 - 🌍 **Shop Globally** — Access 737+ million products across 21 categories - 💰 **No Hidden Fees** — All customs, duties, and taxes included in the price - 🔄 **15-Day Free Returns** — Hassle-free returns (30 days for PRO members) - 🔒 **Secure Payments** — Trusted payment options with buyer protection - ⭐ **TrustPilot Rated 4.5/5** — Based on 8,000+ happy customer reviews **Shop now:** [https://www.desertcart.tn/products/32560685-stochastic-volatility-modeling-chapman-and-hall-crc-financial-mathematics-series](https://www.desertcart.tn/products/32560685-stochastic-volatility-modeling-chapman-and-hall-crc-financial-mathematics-series) --- *Product available on Desertcart Tunisia* *Store origin: TN* *Last updated: 2026-07-09*