Articoli correlati a Multiscale Stochastic Volatility for Equity, Interest...

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

Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Sølna, Knut

 
9780521843584: Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Rilegato
ISBN 10: 0521843588 ISBN 13: 9780521843584
Casa editrice: Cambridge University Press, 2011

Sinossi

The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.

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Informazioni sugli autori

Jean-Pierre Fouque studied at the University Pierre and Marie Curie in Paris. He held positions at the French CNRS and École Polytechnique, and at North Carolina State University. Since 2006, he has been Professor and Director of the Center for Research in Financial Mathematics and Statistics at the University of California, Santa Barbara.

George Papanicolaou was Professor of Mathematics at the Courant Institute before moving to Stanford University in 1993. He is now Robert Grimmett Professor in the Department of Mathematics at Stanford.

Ronnie Sircar taught for three years at the University of Michigan in the Department of Mathematics before moving to Princeton University in 2000. He is now a Professor in the Operations Research and Financial Engineering Department at Princeton and an affiliate member of the Bendheim Center for Finance and the Program in Applied and Computational Mathematics.

Knut Sølna is a Professor in the Department of Mathematics at the University of California, Irvine. He received his undergraduate and Master's degrees from the Norwegian University of Science and Technology and his doctorate from Stanford University. He was an instructor at the Department of Mathematics, University of Utah before moving to Irvine.

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Editore
Cambridge University Press
Data di pubblicazione
2011
Lingua
Inglese
ISBN 10 
0521843588
ISBN 13 
9780521843584
Rilegatura
Copertina rigida
Numero di pagine
456
Contatto del produttore
non disponibile
Persona responsabile
gpsr@libri.de
gpsr@libri.de

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