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Chukchi
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Posts: 915
Joined: December 15th, 2001, 3:43 am

New Book - Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

October 23rd, 2011, 1:24 am

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives (Mathematics, Finance and Risk)by Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut SølnaHardcover: 456 pagesPublisher: Cambridge University Press (November 30, 2011)Language: EnglishISBN-10: 0521843588ISBN-13: 978-0521843584 FinMath.com
Last edited by Chukchi on November 15th, 2011, 11:00 pm, edited 1 time in total.
 
User avatar
Chukchi
Topic Author
Posts: 915
Joined: December 15th, 2001, 3:43 am

New Book - Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

December 17th, 2011, 9:10 pm

Just got it from the publisher.
 
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katastrofa
Posts: 8930
Joined: August 16th, 2007, 5:36 am
Location: Alpha Centauri

New Book - Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

December 22nd, 2011, 3:53 pm

Nice cover pic.
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