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Stochastic implied volatility : = a ...
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Hafner, Reinhold.
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Stochastic implied volatility : = a factor-based model /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Stochastic implied volatility :/ Reinhold Hafner.
其他題名:
a factor-based model /
作者:
Hafner, Reinhold.
出版者:
Berlin ;Springer, : c2004.,
面頁冊數:
xi, 229 p. :ill. ;24 cm.
附註:
Based on the author's thesis (doctoral)--University of Augsburg, 2004.
叢書名:
Lecture notes in economics and mathematical systems,
標題:
Stochastic processes. -
ISBN:
3540221832 (pbk.) :
Stochastic implied volatility : = a factor-based model /
Hafner, Reinhold.
Stochastic implied volatility :
a factor-based model /Reinhold Hafner. - Berlin ;Springer,c2004. - xi, 229 p. :ill. ;24 cm. - Lecture notes in economics and mathematical systems,545.0075-8442 ;.
Based on the author's thesis (doctoral)--University of Augsburg, 2004.
Includes bibliographic references and index (p.[215]-223).
ISBN: 3540221832 (pbk.) :EUR41.95
LCCN: 2004109369Subjects--Topical Terms:
520663
Stochastic processes.
LC Class. No.: QA274.2 / .H37 2004
Dewey Class. No.: 519.2/3
Stochastic implied volatility : = a factor-based model /
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