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Asymptotic Chaos Expansions in Finance: Theory and Practice - Springer Finance Lecture Notes David Nicolay 2014 edition
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Asymptotic Chaos Expansions in Finance: Theory and Practice - Springer Finance Lecture Notes
David Nicolay
Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface.
505 pages, 8 black & white illustrations, 26 colour illustrations, 16 black & white tables, biograph
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | December 5, 2014 |
| ISBN13 | 9781447165057 |
| Publishers | Springer London Ltd |
| Pages | 491 |
| Dimensions | 235 × 158 × 33 mm · 725 g |
| Language | English |
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