An edition of Derivatives in financial markets with stochastic volatility (2000)

Derivatives in Financial Markets with Stochastic Volatility

by , , and

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Cover of: Derivatives in Financial Markets with Stochastic Volatility by Jean-Pierre Fouque, George Papanicolaou, K. Ronnie Sircar
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Last edited by MARC Bot
June 29, 2019 | History
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An edition of Derivatives in financial markets with stochastic volatility (2000)

Derivatives in Financial Markets with Stochastic Volatility

by , , and

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
Cambridge University Press
Language
English
Pages
216

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Previews available in: English

Subjects
Financial institutions, Derivative securities
Edition Availability
Cover of: Derivatives in Financial Markets with Stochastic Volatility
Derivatives in Financial Markets with Stochastic Volatility
July 3, 2000, Cambridge University Press
Hardcover in English
  • Not in Library
Libraries near you: WorldCat

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Book Details

First Sentence

"The aim of this first chapter is to review the basic objects, ideas, and results of the now classical black-Scholes theory of derivative pricing."

Classifications

Library of Congress
HG6024.A3 F68 2000

The Physical Object

Format
Hardcover
Number of pages
216
Dimensions
9.1 x 6.1 x 0.9 inches
Weight
15.5 ounces

ID Numbers

Open Library
OL7754128M
Internet Archive
derivativesfinan00fouq
ISBN 10
0521791634
ISBN 13
9780521791632
LCCN
00023603
Library Thing
6776852
Goodreads
884822

Source records

Internet Archive item record
Library of Congress MARC record
Better World Books record

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History

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June 29, 2019 Created by MARC Bot import existing book