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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
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 5 de dezembro de 2014 |
| ISBN13 | 9781447165057 |
| Editoras | Springer London Ltd |
| Páginas | 491 |
| Dimensões | 235 × 158 × 33 mm · 725 g |
| Idioma | Inglês |
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