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Multiscale stochastic volatility for...

Fouque, Jean-Pierre.

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Multiscale stochastic volatility for equity, interest rate, and credit derivatives /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Multiscale stochastic volatility for equity, interest rate, and credit derivatives // Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Solna.
other author:	Fouque, Jean-Pierre.
Published:	Cambridge :Cambridge University Press, : 2011.,
Description:	xiii, 441 p. :ill. ;26 cm.
Subject:	Derivative securities - Econometric models. -
ISBN:	9780521843584 (hbk.) :

Multiscale stochastic volatility for equity, interest rate, and credit derivatives /
Multiscale stochastic volatility for equity, interest rate, and credit derivatives /Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Solna. - Cambridge :Cambridge University Press,2011. - xiii, 441 p. :ill. ;26 cm.

Includes bibliographical references (p. [430]-438) and index.

ISBN: 9780521843584 (hbk.) :US99.00

LCCN: 2011410698Subjects--Topical Terms:

1622575
Derivative securities
--Econometric models.

LC Class. No.: HG6024.A3 / M855 2011

Dewey Class. No.: 332.642015195

Multiscale stochastic volatility for equity, interest rate, and credit derivatives /
LDR:00838cam a22002414a 4500 001 1331268
003 OCoLC
005 20130219212830.0
008 130220s2011 enka b 001 0 eng d
010 $a 2011410698
020 $a 9780521843584 (hbk.) : $c US99.00
020 $a 0521843588 (hbk.)
020 $a 9781139160827 (ebk.)
020 $a 1139160826 (ebk.)
020 $a 9781139020534 (ebk.)
020 $a 1139020536 (ebk.)
035 $a FN-BW-101-01
040 $a UKMGB $b eng
050 0 0 $a HG6024.A3 $b M855 2011
082 0 4 $a 332.642015195 $2 22
245 1 0 $a Multiscale stochastic volatility for equity, interest rate, and credit derivatives / $c Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Solna.
260 # $a Cambridge : $b Cambridge University Press, $c 2011.
300 $a xiii, 441 p. : $b ill. ; $c 26 cm.
504 $a Includes bibliographical references (p. [430]-438) and index.
650 # 0 $a Derivative securities $x Econometric models. $3 1622575
650 # 7 $a Instruments dérivés de crédit $x Modèles économétriques. $2 ram $3 1622576
700 1 # $a Fouque, Jean-Pierre. $3 956069