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

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

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Bibliographic Details
Imprint:Cambridge : Cambridge University Press, 2011.
Description:1 online resource.
Language:English
Subject:
Derivative securities -- Econometric models.
Derivative securities -- Econometric models.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/8786380
Hidden Bibliographic Details
Other authors / contributors:Fouque, Jean-Pierre.
ISBN:1139158775 (electronic bk.)
9781139158770 (electronic bk.)
9780521843584 (hbk.)
0521843588 (hbk.)
Notes:Description based on print version record.
Includes bibliographical references (p. [430]-438) and index.
Other form:Original 9780521843584 0521843588

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