Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives (English, Jean-Pierre Fouque)
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521843584
ISBN-10
0521843588
Author
Jean-Pierre Fouque
About the Book
This research monograph in financial mathematics can also be used as a graduate-level textbook. It explains financial models in which volatility of assets changes randomly over time. These are analyzed with a powerful approximation method and tested on financial data. More advanced topics are discussed in later chapters.
ISBN: 9780521843584
ISBN-13: 9780521843584
ISBN-10: 0521843588
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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives starts from ₹8817 at BookBajar. Available in Paperback.
Who is the author of Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives?
Jean-Pierre Fouque is the author of Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives. Browse more books by Jean-Pierre Fouque on BookBajar.
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Product ID: isbn-9780521843584
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