Multiscale stochastic volatility for equity, interest rate, and credit derivatives [electronic resource] / Jean-Pierre Fouque ... [et al.].
Contributor(s): Fouque, Jean-Pierre | ProQuest (Firm).
Material type:
BookPublisher: Cambridge : Cambridge University Press, 2011Description: xiii, 441 p. : ill.Subject(s): Derivative securities -- Econometric models | Stock exchanges -- Econometric modelsGenre/Form: Electronic books.Online resources: Click to View
| Item type | Current location | Collection | Call number | URL | Copy number | Status | Date due | Item holds |
|---|---|---|---|---|---|---|---|---|
E-book
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IUKL Library | Subscripti | https://ebookcentral.proquest.com/lib/kliuc-ebooks/detail.action?docID=807167 | 1 | Available |
Total holds: 0
Includes bibliographical references and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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