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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Language: en
Pages: 441
Authors:
Categories: Derivative securities
Type: BOOK - Published: 2011 - Publisher:

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The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Language: en
Pages: 457
Authors: Jean-Pierre Fouque
Categories: BUSINESS & ECONOMICS
Type: BOOK - Published: 2014-05-14 - Publisher:

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The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Language: en
Pages: 456
Authors: Jean-Pierre Fouque
Categories: Mathematics
Type: BOOK - Published: 2011-09-29 - Publisher: Cambridge University Press

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Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedgin
Derivatives in Financial Markets with Stochastic Volatility
Language: en
Pages: 222
Authors: Jean-Pierre Fouque
Categories: Business & Economics
Type: BOOK - Published: 2000-07-03 - Publisher: Cambridge University Press

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This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.
Perturbation Methods in Credit Derivatives
Language: en
Pages: 256
Authors: Colin Turfus
Categories: Business & Economics
Type: BOOK - Published: 2021-03-15 - Publisher: John Wiley & Sons

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Stress-test financial models and price credit instruments with confidence and efficiency using the perturbation approach taught in this expert volume Perturbati