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

Name: Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
Brand: Cambridge University Press
SKU: 9780521843584
Price: 4267.00 INR
Availability: InStock

by Jean-Pierre Fouque

Cambridge University Press

₹4,267

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From the publisher

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.

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