Helena K. Marwood
Rough Volatility & Fractional Models with Python: From fBM to the Hurst-Driven Trading Edge: Modeling Volatility Roughness, Extracting Fractional
Reactive Publishing The volatility surface is broken. Rough volatility explains why. This book delivers the most accessible, practical, and comprehensive guide to rough volatility, fractional Brownian motion (fBM), and Hurst-driven modeling ever written for quantitative traders and financial engine...
$37.99