000 01342nam a22003378a 4500
001 CR9781139020534
003 UkCbUP
005 20170118135014.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 110217r2011||||enk s ||1 0|eng|d
020 _a9781139020534 (ebook)
020 _z9780521843584 (hardback)
035 _a(OCoLC)817919813
040 _aUkCbUP
_cUkCbUP
_erda
100 1 _aFouque, Jean-Pierre,
_eauthor.
245 1 0 _aMultiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives /
_cJean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Sølna.
246 3 _aMultiscale Stochastic Volatility for Equity, Interest Rate, & Credit Derivatives
264 1 _aCambridge :
_bCambridge University Press,
_c2011.
300 _a1 online resource (456 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
500 _aTitle from publisher's bibliographic system (viewed on 02 Apr 2015).
650 0 _aDerivative securities
_xEconometric models.
700 1 _aPapanicolaou, George,
_eauthor.
700 1 _aSircar, Ronnie,
_eauthor.
700 1 _aSølna, Knut,
_eauthor.
776 0 8 _iPrint version:
_z9780521843584
856 4 0 _uhttp://dx.doi.org/10.1017/CBO9781139020534
999 _c422750
_d422750