Multiscale Stochastic Volatility for Equity Interest Rate and Credit Derivatives

Multiscale Stochastic Volatility for Equity Interest Rate and Credit Derivatives

This research monograph in financial mathematics can also be used as a graduate-level textbook. It explains financial models in which volatility of assets changes randomly over time. These are analyzed with a powerful approximation method and tested on financial data. More advanced topics are discussed in later chapters....
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Produktinformasjon

This research monograph in financial mathematics can also be used as a graduate-level textbook. It explains financial models in which volatility of assets changes randomly over time. These are analyzed with a powerful approximation method and tested on financial data. More advanced topics are discussed in later chapters.

Spesifikasjon

Produkt
ProduktnavnMultiscale Stochastic Volatility for Equity Interest Rate and Credit Derivatives
MerkeOther Brand
book typØkonomi og ledelse

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