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

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

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives PDF Author: Jean-Pierre Fouque
Publisher:
ISBN: 9781139160827
Category : BUSINESS & ECONOMICS
Languages : en
Pages : 457

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Book Description
The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.