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Fouque, Jean-Pierre.

Overview

Works:	0 works in 1 publications in 1 languages

Titles

Multiscale stochastic volatility for equity, interest rate, and credit derivatives / by: Fouque, Jean-Pierre. (Language materials, printed)

Derivatives in financial markets with stochastic volatility / by: Fouque, Jean-Pierre.; Papanicolaou, George.; Sircar, K. Ronnie (1970-) (Language materials, printed)

Econometrics and risk management by: Fomby, Thomas.; Fouque, Jean-Pierre.; Solna, Knut. (Electronic resources)

Subjects

Derivative securities. Econometrics. Derivative securities- Econometric models. Business & Economics- Econometrics. Business & Economics- Forecasting. Instruments dérivés de crédit- Modèles économétriques. Financial institutions.

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