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Fouque, Jean Pierre

Libros de: Fouque, Jean Pierre

Mostrando 2 libros encontrados. (1 páginas).

  • Handbook on Systemic Risk

    Handbook on Systemic Risk

    Fouque, Jean Pierre

    Cambridge University Press (2013)

    valoración

    • EAN: 9781107023437
    • Páginas: 992
    • Fecha de edición: 2013

    pvp.126,40 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    The Handbook on Systemic Risk, written by experts in the field, provides researchers with an introduction to the multifaceted aspects of systemic risks facing the global financial markets. The Handbook explores the multidisciplinary approaches to ...

  • Multiscale Stochastic Volatility for Equity, Interest Rate and Credit Derivatives.

    Multiscale Stochastic Volatility for Equity, Interest Rate and Credit Derivatives.

    Fouque, Jean Pierre Papanicolau, George Sircar, Ronnie Solna, Knut

    Cambridge University Press (2011)

    valoración

    • EAN: 9780521843584
    • Páginas: 441
    • Fecha de edición: 2011

    pvp.75,85 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    This book builds on previous and current research by the four authors, including results introduced in the book Derivatives in Financial Markets with Stochastic Volatility. Recent research demonstrates that the introduction of two time scales ...