May  6, 2016

Static and dynamic properties of stochastic volatility models: a structural connection
Lorenzo Bergomi
Societe Generale

This web presentation contains the audio and slides of a lecture given at the Fields Institute on May 25, 2010 as part of the Workshop on Financial Derivatives and Risk Management.

Listen to audio presentation:

You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

Shown: slide 11, large size.   Previous Slide | Next Slide | Switch to small size

1 2 3 4 5 6 7 8 9 10 11 12 13 14 Image of Slide