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

Bibliographic Details
Corporate Author: ProQuest (Firm)
Other Authors: Fouque, Jean-Pierre.
Format: Electronic eBook
Language:English
Published: Cambridge : Cambridge University Press, 2011.
Subjects:
Online Access:Click to View
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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/matrademy/detail.action?docID=807167  |z Click to View