Fouque, Jean-Pierre - 2011
Cover -- MULTISCALE STOCHASTIC VOLATILITY FOR EQUITY, INTEREST RATE, AND CREDIT DERIVATIVES -- Title -- Copyright -- To our families and students -- Contents -- Introduction -- 1 The Black-Scholes Theory of Derivative Pricing -- 1.1 Market Model -- 1.2 Derivative Contracts -- 1.3 Replicating...
