This article presents two basic approaches for modeling stochastic volatility of spot prices, covering mathematics, and an example of Monte Carlo simulation.

Read more Two Approaches for Modeling Stochastic Volatility of Spot Prices

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Quant Lego

## Financial quant skills

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Stochastic volatility

# Two Approaches for Modeling Stochastic Volatility of Spot Prices

This article presents two basic approaches for modeling stochastic volatility of spot prices, covering mathematics, and an example of Monte Carlo simulation.

Read more Two Approaches for Modeling Stochastic Volatility of Spot Prices