Sökresultat för: Jean-pierre Fouque
Derivatives in Financial Markets with Stochastic Volatility (Inbunden)
avJean-Pierre Fouque
ISBN: 9780521791632 - UTGIVEN: 2000-07This book, first published in 2000, addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. It presents mathemat[...]
Multiscale Stochastic Volatility For Equity, Interest-rate And Credit Derivatives (Inbunden)
avJean-pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Solna
ISBN: 9780521843584 - UTGIVEN: 2011-09-29The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.[...]
