Click Here to Download: https://ouo.io/elEUKNL Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives By: Jean-Pierre Fouque; George Papanicolaou; Ronnie Sircar; Knut Sølna Publisher: Cambridge University Press Print ISBN: 9780521843584, 0521843588 eText ISBN: 9781139153232, 1139153234 Edition: 1st Format: PDF Available from $ 58.00 USD SKU 9781139153232 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.
