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1 produkter

1. 

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

   Av Jean-Pierre Fouque, George Papanicolaou m. fl.

   Inbunden, 2011

   1190 kr

   Lägg i varukorg

   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 credit markets. They present and analyze multiscale …