Produkt mají v nabídce:
Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives - Fouque, Jean-Pierre (University of California, Santa Barbara) a Papanicolaou, George (Stanford University, California) a Sircar, Ronnie (Princeton University, New Jersey) a Solna, Knut (University of California, Irvine)
This research monograph in financial mathematics can also be used as a graduate-level textbook. It explains financial models in which volatility of assets changes randomly over time. These are analyzed with a powerful approximation method and tested on financial data. More advanced topics are discussed in later chapters.
