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  1. Derivatives in Financial Markets with Stochastic Volatility (Inbunden)

    av

    Jean-Pierre Fouque

    ISBN: 9780521791632 - UTGIVEN: 2000-07

    This 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[...]

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    från 792.00 kr
  2. Multiscale Stochastic Volatility For Equity, Interest-rate And Credit Derivatives (Inbunden)

    av

    Jean-pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Solna

    ISBN: 9780521843584 - UTGIVEN: 2011-09-29

    The authors consolidate and extend ideas from their previous book. Ideal for practitioners and as a graduate-level textbook.[...]

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    från 525.00 kr