De Aller-Bedste Bøger - over 12 mio. danske og engelske bøger
Levering: 1 - 2 hverdage
Hjælp
Login
  1. Forside
  2. Bøger
  3. Business og læring
  4. Økonomi og finans
  5. Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

af Jean-Pierre (University of California Fouque
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives af Jean-Pierre (University of California Fouque
Bag om 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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9780521843584
  • Indbinding:
  • Hardback
  • Sideantal:
  • 456
  • Udgivet:
  • 29. September 2011
  • Størrelse:
  • 181x246x29 mm.
  • Vægt:
  • 978 g.
  • Ukendt - mangler pt..

Normalpris

Abonnementspris

- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

Bag om Jean-Pierre (University of California Fouque

Vis alle bøger af Jean-Pierre (University of California Fouque

Beskrivelse af 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.

Brugerbedømmelser af Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives



Andre købte også..
Find lignende bøger
Bogen Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives findes i følgende kategorier: