Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives.

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The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Fouque, Jean-Pierre
Otros Autores: Papanicolaou, George, Sircar, Ronnie, Sølna, Knut
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge : Cambridge University Press, 2011.
Temas:
Derivative securities > Econometric models.
Instruments dérivés (Finances) > Modèles économétriques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Derivative securities > Econometric models
Acceso en línea:Texto completo
Descripción
Sumario:The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.
Notas:12.3 The Quadratic Model.
Descripción Física:1 online resource (458 pages)
Bibliografía:Includes bibliographical references (pages 430-438) and index.
ISBN:9781139158770
1139158775
9781139160827
1139160826
9781139020534
1139020536
9781139157018
1139157019

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