Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives.
The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.
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: | |
Acceso en línea: | Texto completo |
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