Multiscale stochastic volatility for equity, interest rate and credit derivatives :: ISBN 9780521843584 :: Cambridge University Press 2011 :: OBNB, the Open British National Bibliography

Publication Data

Title Multiscale stochastic volatility for equity, interest rate and credit derivatives
Contributor Jean-Pierre Fouque
Publisher Cambridge University Press
Publication date 2011
Publication location Cambridge
Language English

Topics

Derivative securities :: Prices :: Mathematical models
Hedging (Finance) :: Mathematical models
Stochastic processes :: Mathematical models
Investments :: Mathematical models
013210227

Catalogue Data

OBNB ID GBA546083
ISBN 10 0521843588
ISBN 13 9780521843584
Type BibliographicResource, Book
Dewey Classification 332.642015195

ISBD

P1053 xiii, 441 p.
P1042 Includes bibliographical references (p. [430]-438) and index.

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Multiscale stochastic volatility for equity, interest rate and credit derivatives. ISBN 9780521843584. Published by Cambridge University Press in 2011. Publication and catalogue information, links to buy online and reader comments.