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

    av Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut SøLna, Knut Sølna

    Inbunden, Engelska, 2011-09-29
    884
    Köp
    Skickas från oss inom 10-15 vardagar.
    Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

    Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedging of financial derivatives under stochastic volatility in equity, interest-rate, and cr...

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