Coverart for item
The Resource Multiscale stochastic volatility for equity, interest rate and credit derivatives, Jean-Pierre Fouque ... [and others]

Multiscale stochastic volatility for equity, interest rate and credit derivatives, Jean-Pierre Fouque ... [and others]

Label
Multiscale stochastic volatility for equity, interest rate and credit derivatives
Title
Multiscale stochastic volatility for equity, interest rate and credit derivatives
Statement of responsibility
Jean-Pierre Fouque ... [and others]
Creator
Subject
Language
eng
Cataloging source
StDuBDS
http://library.link/vocab/creatorName
Fouque, Jean-Pierre
Dewey number
332.642015195
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Derivative securities
  • Hedging (Finance)
  • Stochastic processes
  • Investments
  • Finance
Label
Multiscale stochastic volatility for equity, interest rate and credit derivatives, Jean-Pierre Fouque ... [and others]
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages [430]-438) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb17198513
Dimensions
26 cm.
Extent
xiii, 441 pages
Isbn
9780521843584
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
  • (UkOxU)017849891
  • (UK-WkNB)9780521843584
  • (StEdALDL)1/2688485
  • (OCoLC)757923041
Label
Multiscale stochastic volatility for equity, interest rate and credit derivatives, Jean-Pierre Fouque ... [and others]
Publication
Bibliography note
Includes bibliographical references (pages [430]-438) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb17198513
Dimensions
26 cm.
Extent
xiii, 441 pages
Isbn
9780521843584
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
  • (UkOxU)017849891
  • (UK-WkNB)9780521843584
  • (StEdALDL)1/2688485
  • (OCoLC)757923041

Library Locations

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      43.803074 11.283055
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