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Title
Multiscale stochastic volatility for equity, interest rate, and credit derivatives [electronic resource] / Jean-Pierre Fouque ... [et al.].
Imprint
Cambridge : Cambridge University Press, 2011.
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Available to Pittsburg State University patrons only.
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Axe ProQuest E-Book
Electronic Book
---
Available
Description
xiii, 441 p. : ill.
Bibliography
Includes bibliographical references and index.
Reproduction
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject
Derivative securities -- Econometric models.
Stock exchanges -- Econometric models.
Genre/Form
Electronic books.
Added Author
Fouque, Jean-Pierre.
ProQuest (Firm)
ISBN
9780521843584
9781139157018 (electronic bk.)
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