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
Release :
ISBN-10 : 1139160826
ISBN-13 : 9781139160827
Rating : 4/5 (827 Downloads)
DOWNLOAD EBOOK
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.


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

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Language: en
Pages: 457

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

Authors: Jean-Pierre Fouque
Categories: BUSINESS & ECONOMICS
Type: BOOK - Published: 2014-05-14 - Publisher:

DOWNLOAD EBOOK

The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Language: en
Pages: 456

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

Authors: Jean-Pierre Fouque
Categories: Mathematics
Type: BOOK - Published: 2011-09-29 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedgin
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Language: en
Pages: 441

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

Authors:
Categories: Derivative securities
Type: BOOK - Published: 2011 - Publisher:

DOWNLOAD EBOOK

The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.
Derivatives in Financial Markets with Stochastic Volatility
Language: en
Pages: 222

Derivatives in Financial Markets with Stochastic Volatility

Authors: Jean-Pierre Fouque
Categories: Business & Economics
Type: BOOK - Published: 2000-07-03 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.
A Course in Financial Calculus
Language: en
Pages: 208

A Course in Financial Calculus

Authors: Alison Etheridge
Categories: Business & Economics
Type: BOOK - Published: 2002-08-15 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Finance provides a dramatic example of the successful application of mathematics to the practical problem of pricing financial derivatives. This self-contained