Multiscale stochastic volatility for equity, interest rate, and credit derivatives

Multiscale stochastic volatility for equity, interest rate, and credit derivatives / Jean-Pierre Fouque ... [et al.].

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Fouque, Jean-Pierre.
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Year of Publication:2011
Language:English
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Physical Description:xiii, 441 p. :; ill.
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record_format marc
spelling Multiscale stochastic volatility for equity, interest rate, and credit derivatives [electronic resource] / Jean-Pierre Fouque ... [et al.].
Cambridge : Cambridge University Press, 2011.
xiii, 441 p. : ill.
Includes bibliographical references and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Derivative securities Econometric models.
Stock exchanges Econometric models.
Electronic books.
Fouque, Jean-Pierre.
ProQuest (Firm)
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=807167 Click to View
language English
format Electronic
eBook
author2 Fouque, Jean-Pierre.
ProQuest (Firm)
author_facet Fouque, Jean-Pierre.
ProQuest (Firm)
ProQuest (Firm)
author2_variant j p f jpf
author2_role TeilnehmendeR
TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort Fouque, Jean-Pierre.
title Multiscale stochastic volatility for equity, interest rate, and credit derivatives
spellingShingle Multiscale stochastic volatility for equity, interest rate, and credit derivatives
title_full Multiscale stochastic volatility for equity, interest rate, and credit derivatives [electronic resource] / Jean-Pierre Fouque ... [et al.].
title_fullStr Multiscale stochastic volatility for equity, interest rate, and credit derivatives [electronic resource] / Jean-Pierre Fouque ... [et al.].
title_full_unstemmed Multiscale stochastic volatility for equity, interest rate, and credit derivatives [electronic resource] / Jean-Pierre Fouque ... [et al.].
title_auth Multiscale stochastic volatility for equity, interest rate, and credit derivatives
title_new Multiscale stochastic volatility for equity, interest rate, and credit derivatives
title_sort multiscale stochastic volatility for equity, interest rate, and credit derivatives
publisher Cambridge University Press,
publishDate 2011
physical xiii, 441 p. : ill.
isbn 9781139157018 (electronic bk.)
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG6024
callnumber-sort HG 46024 A3 M85 42011
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=807167
illustrated Illustrated
oclc_num 763159208
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is_hierarchy_title Multiscale stochastic volatility for equity, interest rate, and credit derivatives
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