Modeling and pricing of swaps for financial and energy markets with stochastic volatilities /

Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, covariance, correlation, for financial and energy markets with different stochastic volatilities, whic...

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Bibliographic Details
Main Author: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
Corporate Author: World Scientific (Firm)
Format: Electronic eBook
Language:English
Published: Singapore ; Hackensack, N.J. : World Scientific Pub. Co., ©2013.
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