National Science Library of Georgia

Multiscale stochastic volatility for equity, interest rate, and credit derivatives / (Record no. 519398)

MARC details
000 -LEADER
fixed length control field 02260nam a22003258i 4500
001 - CONTROL NUMBER
control field CR9781139020534
003 - CONTROL NUMBER IDENTIFIER
control field UkCbUP
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20200124160250.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m|||||o||d||||||||
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr||||||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 141103s2011||||enk o ||1 0|eng|d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781139020534 (ebook)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9780521843584 (hardback)
040 ## - CATALOGING SOURCE
Original cataloging agency UkCbUP
Language of cataloging eng
Description conventions rda
Transcribing agency UkCbUP
050 04 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG6024.A3
Item number F68 2011
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.642015195
Edition number 22
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Fouque, Jean-Pierre,
Relator term author.
245 10 - TITLE STATEMENT
Title Multiscale stochastic volatility for equity, interest rate, and credit derivatives /
Statement of responsibility, etc Jean-Pierre Fouque [and others].
246 3# - VARYING FORM OF TITLE
Title proper/short title Multiscale Stochastic Volatility for Equity, Interest Rate, & Credit Derivatives
264 #1 - Production, Publication, Distribution, Manufacture, and Copyright Notice (R)
Place of production, publication, distribution, manufacture (R) Cambridge :
Name of producer, publisher, distributor, manufacturer (R) Cambridge University Press,
Date of production, publication, distribution, manufacture, or copyright notice 2011.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (xiii, 441 pages) :
Other physical details digital, PDF file(s).
336 ## - Content Type (R)
Content type term (R) text
Content type code (R) txt
Source (NR) rdacontent
337 ## - Media Type (R)
Media type term (R) computer
Media type code (R) c
Source (NR) rdamedia
338 ## - Carrier Type (R)
Carrier type term (R) online resource
Carrier type code (R) cr
Source (NR) rdacarrier
500 ## - GENERAL NOTE
General note Title from publisher's bibliographic system (viewed on 05 Oct 2015).
520 ## - SUMMARY, ETC.
Summary, etc Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedging of financial derivatives under stochastic volatility in equity, interest-rate, and credit markets. They present and analyze multiscale stochastic volatility models and asymptotic approximations. These can be used in equity markets, for instance, to link the prices of path-dependent exotic instruments to market implied volatilities. The methods are also used for interest rate and credit derivatives. Other applications considered include variance-reduction techniques, portfolio optimization, forward-looking estimation of CAPM 'beta', and the Heston model and generalizations of it. 'Off-the-shelf' formulas and calibration tools are provided to ease the transition for practitioners who adopt this new method. The attention to detail and explicit presentation make this also an excellent text for a graduate course in financial and applied mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Derivative securities
General subdivision Econometric models.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print version:
International Standard Book Number 9780521843584
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://doi.org/10.1017/CBO9781139020534">https://doi.org/10.1017/CBO9781139020534</a>

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