Multiscale stochastic volatility for equity, interest rate, and credit derivatives:
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2011
|
| Schlagworte: | |
| Beschreibung: | xiii, 441 p. ill |
Internformat
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:12:52Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030640630 |
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| physical | xiii, 441 p. ill |
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| publishDate | 2011 |
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| publisher | Cambridge University Press |
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| spelling | Multiscale stochastic volatility for equity, interest rate, and credit derivatives Jean-Pierre Fouque ... [et al.] Cambridge Cambridge University Press 2011 xiii, 441 p. ill txt rdacontent c rdamedia cr rdacarrier Derivative securities Econometric models Stock exchanges Econometric models Volatilität (DE-588)4268390-7 gnd rswk-swf Mehrskalenmodell (DE-588)7600619-0 gnd rswk-swf Kreditderivat (DE-588)7660453-6 gnd rswk-swf Mehrskalenmodell (DE-588)7600619-0 s Volatilität (DE-588)4268390-7 s Kreditderivat (DE-588)7660453-6 s 1\p DE-604 Fouque, Jean-Pierre Sonstige oth ProQuest (Firm) Sonstige oth 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Multiscale stochastic volatility for equity, interest rate, and credit derivatives Derivative securities Econometric models Stock exchanges Econometric models Volatilität (DE-588)4268390-7 gnd Mehrskalenmodell (DE-588)7600619-0 gnd Kreditderivat (DE-588)7660453-6 gnd |
| subject_GND | (DE-588)4268390-7 (DE-588)7600619-0 (DE-588)7660453-6 |
| title | Multiscale stochastic volatility for equity, interest rate, and credit derivatives |
| title_auth | Multiscale stochastic volatility for equity, interest rate, and credit derivatives |
| title_exact_search | Multiscale stochastic volatility for equity, interest rate, and credit derivatives |
| title_full | Multiscale stochastic volatility for equity, interest rate, and credit derivatives Jean-Pierre Fouque ... [et al.] |
| title_fullStr | Multiscale stochastic volatility for equity, interest rate, and credit derivatives Jean-Pierre Fouque ... [et al.] |
| title_full_unstemmed | Multiscale stochastic volatility for equity, interest rate, and credit derivatives Jean-Pierre Fouque ... [et al.] |
| title_short | Multiscale stochastic volatility for equity, interest rate, and credit derivatives |
| title_sort | multiscale stochastic volatility for equity interest rate and credit derivatives |
| topic | Derivative securities Econometric models Stock exchanges Econometric models Volatilität (DE-588)4268390-7 gnd Mehrskalenmodell (DE-588)7600619-0 gnd Kreditderivat (DE-588)7660453-6 gnd |
| topic_facet | Derivative securities Econometric models Stock exchanges Econometric models Volatilität Mehrskalenmodell Kreditderivat |
| work_keys_str_mv | AT fouquejeanpierre multiscalestochasticvolatilityforequityinterestrateandcreditderivatives AT proquestfirm multiscalestochasticvolatilityforequityinterestrateandcreditderivatives |