Stochastic implied volatility

Stochastic implied volatility: a factor-based model

by Hafner, Reinhold

Type Book
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Title Statements

  • Full title :Stochastic implied volatility : a factor-based model

Edition Statements

  • Publication Date:2004

Publication Statements

  • Publisher(s):Springer
  • Place of Publication:Berlin
  • Language:eng
  • Publication Date:2004

The Physical Object

  • Description:xi, 229 s

Edition Identifiers

  • ISBN:3540221832, 9783540221838
  • oclc:ocn474635893
  • LC Classification:QA274.2
  • Dewey Decimal:519.23

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