Multiscale Stochastic Volatility For Equity Interest Rate And Credit Derivatives

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

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Author :
Publisher :
Total Pages : 457
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ISBN-10 : 1139160826
ISBN-13 : 9781139160827
Rating : 4/5 (827 Downloads)
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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.


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