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

Name: Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Brand: Cambridge University Press
Availability: OutOfStock
Rating: 5 (1 reviews)

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Description

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.

Product details

Edition:: illustrated
Number of Pages:: 456
Release Date:: 2011-09-29
Publication Date:: 2011-09-29
Publisher:: Cambridge University Press
Languages:: Original: English
ISBN10:: 0521843588
ISBN13:: 9780521843584
GPSR Manufacturer Reference:: [email protected]
Weight:: 960 g
Height:: 17.5 cm
Width:: 25 cm
Thickness:: 2.9 cm

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