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

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Author :
Publisher :
Total Pages : 441
Release :
ISBN-10 : 1139159828
ISBN-13 : 9781139159821
Rating : 4/5 (821 Downloads)

Book Synopsis Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives by :

Download or read book Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives written by and published by . This book was released on 2011 with total page 441 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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