Stochastic implied volatility : a factor-based model /

Stochastic implied volatility : a factor-based model /

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Bibliographic Details
Author / Creator:	Hafner, Reinhold, 1969-
Imprint:	Berlin ; New York : Springer, 2004.
Description:	xi, 229 p. : ill. ; 24 cm.
Language:	English
Series:	Lecture notes in economics and mathematical systems, 0075-8442 ; 545 Lecture notes in economics and mathematical systems 545.
Subject:	Stochastic processes. Stochastic processes.
Format:	Dissertations Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/5541174

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ISBN:	3540221832 (pbk.)
Notes:	Thesis (doctoral) - Universität, Augsburg, 2004. Includes bibliographic references and index (p. [215]-223) and index.

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Call Number:	HB195.L4911 no.545
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