Multiscale stochastic volatility for equity, interest rate, and credit derivatives / Jean-Pierre Fouque ... [et al.].
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| TeilnehmendeR: | |
| Year of Publication: | 2011 |
| Language: | English |
| Online Access: | |
| Physical Description: | xiii, 441 p. :; ill. |
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| 020 | |a 9781139157018 (electronic bk.) | ||
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| 040 | |a MiAaPQ |c MiAaPQ |d MiAaPQ | ||
| 050 | 4 | |a HG6024.A3 |b M85 2011 | |
| 245 | 0 | 0 | |a Multiscale stochastic volatility for equity, interest rate, and credit derivatives |h [electronic resource] / |c Jean-Pierre Fouque ... [et al.]. |
| 260 | |a Cambridge : |b Cambridge University Press, |c 2011. | ||
| 300 | |a xiii, 441 p. : |b ill. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Derivative securities |x Econometric models. | |
| 650 | 0 | |a Stock exchanges |x Econometric models. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Fouque, Jean-Pierre. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=807167 |z Click to View |