How Long to Read Rough Volatility

How Long Does it Take to Read Rough Volatility?

It takes the average reader 4 hours and 54 minutes to read Rough Volatility by Christian Bayer

Assuming a reading speed of 250 words per minute. Learn more

Description

Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. The mathematical description of the volatility process has been an active topic of research for decades; however, driven by empirical estimates of the scaling behavior of volatility, a new paradigm has emerged, whereby paths of volatility are rougher than those of semimartingales. According to this perspective, volatility behaves essentially as a fractional Brownian motion with a small Hurst parameter. The first book to offer a comprehensive exploration of the subject, Rough Volatility contributes to the understanding and application of rough volatility models by equipping readers with the tools and insights needed to delve into the topic, exploring the motivation for rough volatility modeling, providing a toolbox for computation and practical implementation, and organizing the material to reflect the subject’s development and progression. This book is designed for researchers and graduate students in quantitative finance as well as quantitative analysts and finance professionals.

How long is Rough Volatility?

Rough Volatility by Christian Bayer is 292 pages long, and a total of 73,584 words.

This makes it 99% the length of the average book. It also has 90% more words than the average book.

How Long Does it Take to Read Rough Volatility Aloud?

The average oral reading speed is 183 words per minute. This means it takes 6 hours and 42 minutes to read Rough Volatility aloud.

What Reading Level is Rough Volatility?

Rough Volatility is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Rough Volatility?

Rough Volatility by Christian Bayer is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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