| NCID | BB06928398 |
| タイトル | Multiscale stochastic volatility for equity, interest rate, and credit derivatives / Jean-Pierre Fouque ... [et al.] |
| 出版者 | Cambridge ; Tokyo : Cambridge University Press , 2011 |
| 形態 | xiii, 441 p. : ill. ; 26 cm |
| 注記 | Includes bibliographical references (p. [430]-438) and index
Other authors: George Papanicolaou, Ronnie Sircar, Knut Sølna |
| 分類 | DC22:332.642015195 |
| 件名 | LCSH:Stockexchanges -- Econometricmodels
LCSH:Derivativesecurities -- Prices -- Mathematicalmodels
LCSH:Hedging(Finance) -- Mathematicalmodels
LCSH:Stochasticprocesses -- Mathematicalmodels
LCSH:Investments -- Mathematicalmodels
LCSH:Finance -- Mathematicalmodels
LCSH:Derivativesecurities -- Econometricmodels
|
| 著者情報 | Fouque, Jean-Pierre
Papanicolaou, George, 1943-
Sircar, Ronnie
Sølna, Knut
|
| 和洋区分 | 洋 |
| 標題言語 | 英語 |
| 本文言語 | 英語 |
| 出版国 | イギリス |
| ISBN | 9780521843584
|
| 番号 | NBN : 013210227,GBA546083 |