Open access peer-reviewed chapter

Market Risk Management with Stochastic Volatility Models

By Per Solibakke

Submitted: October 13th 2010Reviewed: March 24th 2011Published: September 12th 2011

DOI: 10.5772/16584

Downloaded: 2080

© 2011 The Author(s). Licensee IntechOpen. This chapter is distributed under the terms of the Creative Commons Attribution-NonCommercial-ShareAlike-3.0 License, which permits use, distribution and reproduction for non-commercial purposes, provided the original is properly cited and derivative works building on this content are distributed under the same license.

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Per Solibakke (September 12th 2011). Market Risk Management with Stochastic Volatility Models, Risk Management in Environment, Production and Economy, Matteo Savino, IntechOpen, DOI: 10.5772/16584. Available from:

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