Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
| Author | : |
| Publisher | : |
| Total Pages | : 441 |
| Release | : 2011 |
| ISBN-10 | : 1139159828 |
| ISBN-13 | : 9781139159821 |
| Rating | : 4/5 (821 Downloads) |
Book Synopsis Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives by :
Download or read book Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives written by and published by . This book was released on 2011 with total page 441 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.
