English
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About The Book
Description
Author
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.
Piracy-free
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Details
ISBN 13
9780521843584
Publication Date
-29-09-2011
Pages
-456
Weight
-835 grams
Dimensions
-169.93x244.09x25.43 mm
