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

by George C. Papanicolaou, Jean-Pierre Fouque, George Papanicolaou, et al.

Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedging of financial derivatives under... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0521843588
• ISBN13: 9780521843584
• Release Date: November 2011
• Publisher: Cambridge University Press
• Length: 456 Pages
• Weight: 2.20 lbs.
• Dimensions: 0.9" x 7.5" x 9.8"