9780521843584 - multiscale stochastic volatility for equity, interest rate, and credit derivatives di fouque, jean-pierre; papanicolaou, george; sircar, ronnie; sølna, knut (22 risultati)
Multiscale Stochastic Volatility For Equity, Interest Rate, And Credit Derivatives
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Sølna, Knut
- Rilegato
Da: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.Romtrade Corp.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 64,19
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
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.
Multiscale Stochastic Volatility For Equity, Interest Rate, And Credit Derivatives
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Sølna, Knut
- Rilegato
Da: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.Romtrade Corp.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 64,19
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
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.
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Da: Basi6 International, Irving, TX, U.S.A.Basi6 International
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EUR 64,19
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Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Ronnie Sircar Knut Solna Jean-Pierre Fouque George Papanicolaou
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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EUR 69,42
EUR 3,45 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
Condizione: New. pp. xiii + 441 Illustrated edition.
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Sircar Ronnie Solna Knut Fouque Jean-Pierre Papanicolaou George
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Da: Majestic Books, Hounslow, , Regno UnitoMajestic Books
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EUR 65,23
EUR 7,53 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Condizione: New. pp. xiii + 441 Illus.
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Sircar Ronnie Solna Knut Fouque Jean-Pierre Papanicolaou George
- Rilegato
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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EUR 66,91
EUR 9,95 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Condizione: New. pp. xiii + 441.
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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EUR 93,74
EUR 2,28 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Sølna, Knut
- Rilegato
Da: California Books, Miami, FL, U.S.A.California Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 96,10
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut
- Rilegato
Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 99,16
EUR 2,28 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
Condizione: As New. Unread book in perfect condition.
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Sølna, Knut
- Rilegato
Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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EUR 91,20
EUR 13,88 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. In.
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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EUR 91,19
EUR 17,38 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 101,81
EUR 10,50 spedizioneSpedito da Irlanda a U.S.A.Quantità: Più di 20 disponibili
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. . . .….
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut
- Rilegato
Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 99,90
EUR 17,38 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: As New. Unread book in perfect condition.
- Rilegato
Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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EUR 127,73
EUR 9,07 spedizioneSpedito in U.S.A.Quantità: Più di 20 disponibili
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.
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Fouque, Jean-Pierre/ Papanicolaou, George/ Sircar, Ronnie/ Solna, Knut
- Rilegato
Da: Revaluation Books, Exeter, , Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 133,13
EUR 14,49 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Hardcover. Condizione: Brand New. 300 pages. 9.76x7.01x1.18 inches. In Stock.
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 136,62
EUR 64,80 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 stochastic volatility in equity, interest-rate, and credit ma…rkets. They present and analyze multiscale stochastic volatility models and asymptotic approximations. These can be used in equity markets, for instance, to link the prices of path-dependent exotic instruments to market implied volatilities. The methods are also used for interest rate and credit derivatives. Other applications considered include variance-reduction techniques, portfolio optimization, forward-looking estimation of CAPM 'beta', and the Heston model and generalizations of it. 'Off-the-shelf' formulas and calibration tools are provided to ease the transition for practitioners who adopt this new method. The attention to detail and explicit presentation make this also an excellent text for a graduate course in financial and applied mathematics.
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- Print on Demand
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 103,72
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
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 multiple locations in the US or from the UK, depending on stock availability.
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Fouque, Jean-Pierre/ Papanicolaou, George/ Sircar, Ronnie/ Solna, Knut
- Rilegato
- Print on Demand
Da: Revaluation Books, Exeter, , Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 93,00
EUR 14,49 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: Brand New. 300 pages. 9.76x7.01x1.18 inches. In Stock. This item is printed on demand.
- Rilegato
- Print on Demand
Da: THE SAINT BOOKSTORE, Southport, , Regno UnitoTHE SAINT BOOKSTORE
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 97,18
EUR 24,28 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
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- Print on Demand
Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 98,46
EUR 42,88 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
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.
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- Print on Demand
Da: moluna, Greven, , Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 100,35
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
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.
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- Print on Demand
Da: preigu, Osnabrück, Germaniapreigu
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 104,10
EUR 70,00 spedizioneSpedito da Germania a U.S.A.Quantità: 5 disponibili
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: p…reigu Print on Demand.
