Multiscale stochastic volatility for equity, interest rate, and credit derivatives
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge :
Cambridge University Press,
2011.
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| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 001 | ebr10514263 | ||
| 003 | CaPaEBR | ||
| 006 | m u | ||
| 007 | cr cn||||||||| | ||
| 008 | 111222s2011 enka sb 001 0 eng d | ||
| 020 | |z 9780521843584 | ||
| 020 | |z 9781139157018 (e-book) | ||
| 040 | |a CaPaEBR |c CaPaEBR | ||
| 035 | |a (OCoLC)773696858 | ||
| 050 | 1 | 4 | |a HG6024.A3 |b M85 2011eb |
| 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. |b Palo Alto, Calif. : |c ebrary, |d 2012. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Derivative securities |x Econometric models. | |
| 650 | 0 | |a Stock exchanges |x Econometric models. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Fouque, Jean-Pierre. | |
| 710 | 2 | |a ebrary, Inc. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10514263 |z An electronic book accessible through the World Wide Web; click to view |
| 999 | |c 196618 |d 196618 | ||