Python for Rough Volatility : Rough Bergomi and Stochastic Volatility Models

Language: English

Published by Amazon Digital Services LLC - Kdp Mai 2026, 2026

9798198945449

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Neuware - Reactive PublishingPython for Rough Volatility introduces readers to the practical implementation of rough volatility models in Python, with a focused treatment of the Rough Bergomi model and related stochastic volatility frameworks used in quantitative finance.This book bridges the gap between advanced mathematical theory and working code. It demonstrates how to build, simulate, calibrate, and apply rough volatility models using Python, with emphasis on numerical methods and computational efficiency suitable for real-world quantitative workflows.What the book covers: - Core concepts of rough volatility and the Rough Bergomi model- Implementation of stochastic volatility models in Python- High-performance calibration techniques- Simulation methods for rough paths- Practical considerations for model application in quantitative financeWritten for quantitative analysts, developers, and researchers working in options pricing, volatility modeling, and financial engineering, the book assumes familiarity with Python programming and basic stochastic calculus. All examples are provided with complete, runnable code that can be adapted for personal or professional use.The material is presented in a clear, technical style focused on implementation details rather than theoretical proofs, making it a practical resource for those looking to incorporate rough volatility models into their quantitative toolkit.…

Seller Inventory # 9798198945449

Title
Python for Rough Volatility : Rough Bergomi and Stochastic Volatility Models
Author
Vincent Bisette
Publisher
Amazon Digital Services LLC - Kdp Mai 2026
Publication year
2026
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 13
9798198945449
Item weight
490 grams
Dimensions
229x152x26 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item7 to 10 business days5 to 7 business days
First itemUS$ 38.99US$ 50.13
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