Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
| Author | : Jean-Pierre Fouque |
| Publisher | : |
| Total Pages | : 457 |
| Release | : 2014-05-14 |
| ISBN-10 | : 1139160826 |
| ISBN-13 | : 9781139160827 |
| Rating | : 4/5 (26 Downloads) |
Book Synopsis Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives by : Jean-Pierre Fouque
Download or read book Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives written by Jean-Pierre Fouque and published by . This book was released on 2014-05-14 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.
