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Asymptotic Chaos Expansions in Finance: Theory and Practice - Springer Finance Lecture Notes David Nicolay 2014 edition
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Asymptotic Chaos Expansions in Finance: Theory and Practice - Springer Finance Lecture Notes
David Nicolay
Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface.
505 pages, 8 black & white illustrations, 26 colour illustrations, 16 black & white tables, biograph
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2014. gada 5. decembris |
| ISBN13 | 9781447165057 |
| Izdevēji | Springer London Ltd |
| Lapas | 491 |
| Izmēri | 235 × 158 × 33 mm · 725 g |
| Valoda | Angļu |
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