Local Volatility

Fitting Local Volatility: Analytic And Numerical Approaches In Black-scholes And Local Variance Gamma Models
by Andrey Itkin
English | 2020 | ISBN: 9811212767 | 205 Pages | PDF | 12 MB

Stochastic Volatility Modeling by Lorenzo Bergomi
English | 2016 | ISBN: 1482244063 | 522 pages | PDF | 100 MB

The Volatility Smile: An Introduction for Students and Practitioners (Wiley Finance) by Emanuel Derman, Michael B. Miller
English | September 6, 2016 | ISBN: 1118959167 | True PDF | 528 pages | 18.6 MB

Advanced Equity Derivatives: Volatility and Correlation by Sebastien Bossu and Peter Carr
English | 2014 | ISBN: 1118750969 | ISBN-13: 9781118750964 | 176 pages | PDF | 4,8 MB

Sebastien Bossu, Peter Carr, "Advanced Equity Derivatives: Volatility and Correlation"
English | 2014 | ISBN: 1118750969 | 176 pages | EPUB | 8.1 MB

Kin Keung Lai, Jerome Yen, Shifei Zhou, "Volatility Surface and Term Structure: High-profit Options Trading Strategies"
English | 2017 | ISBN: 1138916269, 0415826209 | PDF | pages: 98 | 1.1 mb

Emanuel Derman, Michael B. Miller, David Park, "The Volatility Smile"
English | 2016 | ISBN: 1118959167 | 528 pages | EPUB | 9.5 MB

The Volatility Smile by Emanuel Derman and Michael B. Miller
English | 2016 | ISBN: 1118959167 | 528 pages | PDF | 8,3 MB

Financial Modelling: Theory, Implementation and Practice with MATLAB Source by Joerg Kienitz and Daniel Wetterau
English | 2013 | ISBN: 0470744898 | ISBN-13: 9780470744895 | 734 pages | PDF | 82,1 MB

Iain Clark, "Foreign Exchange Option Pricing: A Practitioners Guide"
English | ISBN: 0470683686 | 2011 | PDF | 298 pages | 2,3 MB