Solna, Knut

Libros de: Solna, Knut

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  • 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 ...