Isbn: 9780521843584 - multiscale stochastic volatility for equity, interest rate, and credit derivatives (19 risultati)

Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Condizione: Used. pp. xiii + 441 Illustrated edition.

Condizione: Used. pp. xiii + 441 Illus.

Condizione: New.

Condizione: New.

Condizione: Used. pp. xiii + 441.

Condizione: As New. Unread book in perfect condition.

Condizione: New. The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook. Num Pages: 456 pages, 65 b/w illus. BIC Classification: KFF. Category: (P) Professional & Scholarly. Dimension: 246 x 181 x 29. Weight in Grams: 978. . 2011. Illustrated. hardcover. . . . . …

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Condizione: New. In English.

Condizione: New. The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook. Num Pages: 456 pages, 65 b/w illus. BIC Classification: KFF. Category: (P) Professional & Scholarly. Dimension: 246 x 181 x 29. Weight in Grams: 978. . 2011. Illustrated. hardcover. . . . . Books ship from the US and Ireland. …

Hardcover. Condizione: Brand New. 300 pages. 9.76x7.01x1.18 inches. In Stock.

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Hardcover. Condizione: new. Hardcover. This book builds on previous and current research by the four authors, including results introduced in the book Derivatives in Financial Markets with Stochastic Volatility. Recent research demonstrates that the introduction of two time scales in volatility, a fast and a slow, is needed and efficient for capturing the main features of the observed term structure of implied volatility. For practitioners, the modeling of the implied volatility consistent with no-arbitrage is crucial. The authors present an approach to this problem which consists in combining singular and regular perturbation techniques. The book will serve a dual purpose: present 'off the shelf' formulas and calibration tools for practitioners, and introduce, explain and develop the mathematical framework to handle the multi-scale asymptotics. Detailed presentation of the analysis as well as a thorough insight into the modeling approach makes this an excellent text for a second level graduate course in financial and applied mathematics. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 fina.…

Buch. Condizione: Neu. Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives | Jean-Pierre Fouque | Buch | Gebunden | Englisch | 2011 | Cambridge University Press | EAN 9780521843584 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand. …