Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Bewaard in:
| Coauteur: | |
|---|---|
| Andere auteurs: | |
| Formaat: | Elektronisch E-boek |
| Taal: | Engels |
| Gepubliceerd in: |
Cambridge :
Cambridge University Press,
2011.
|
| Onderwerpen: | |
| Online toegang: | An electronic book accessible through the World Wide Web; click to view |
| Tags: |
Geen labels, Wees de eerste die dit record labelt!
|
Gelijkaardige items: Multiscale stochastic volatility for equity, interest rate, and credit derivatives
- Counterparty risk in the over-the-counter derivates market /
- Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
- Advanced equity derivatives : volatility and correlation /
- Hedging derivatives
- Options, futures, and other derivatives /
- Options, futures and other derivatives /