I'm currently going through Lorenzo Bergomi's book Stochastic Volatility Modeling. The one issue I have is that it does not contain exercises to test your knowledge and learn. Is there a textbook that is very similar so I can test my knowledge?
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asked Dec 3, 2023 at 2:01
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$\begingroup$ “Very similar” in which sense? $\endgroup$– Daneel OlivawCommented Dec 4, 2023 at 8:31
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$\begingroup$ @DaneelOlivaw similar topics so I can practice the content $\endgroup$– THATS MY QUANT MY QUANTITATIVECommented Dec 4, 2023 at 11:37
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$\begingroup$ When it came out it was considered a unique and original book so may be hard to find equivalent $\endgroup$– nbbo2Commented Dec 4, 2023 at 11:52
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$\begingroup$ @nbbo2 The book also has the feel that its sole purpose is to be a practitioner's reference, rather than for a learning textbook. $\endgroup$– THATS MY QUANT MY QUANTITATIVECommented Dec 4, 2023 at 23:30
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You can check Sebastien Bossu's book "Advanced Equity Derivatives" Not going as deeply as Lorenzo's book but it contains lot of exercises which make it richer
