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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

자료유형
단행본
개인저자
Svishchuk, A. V. (Anatoliĭ Vitalʹevich).
서명 / 저자사항
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities / Anatoliy Swishchuk, University of Calgary, Canada.
발행사항
New Jersey :   World Scientific,   c2013.  
형태사항
xxii, 303 p. : ill. ; 26 cm.
ISBN
9789814440127 (hardcover : alk. paper)
서지주기
Includes bibliographical references and index.
일반주제명
Swaps (Finance) --Mathematical models. Finance --Mathematical models. Stochastic processes.
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010 ▼a 2012047233
020 ▼a 9789814440127 (hardcover : alk. paper)
020 ▼z 9789814440134 (electronic book : alk. paper)
035 ▼a (KERIS)REF000017004833
040 ▼a DLC ▼b eng ▼c DLC ▼e rda ▼d 211009
050 0 0 ▼a HG6024.A3 ▼b S876 2013
082 0 0 ▼a 332.64/5 ▼2 23
084 ▼a 332.645 ▼2 DDCK
090 ▼a 332.645 ▼b S969m
100 1 ▼a Svishchuk, A. V. ▼q (Anatoliĭ Vitalʹevich).
245 1 0 ▼a Modeling and pricing of swaps for financial and energy markets with stochastic volatilities / ▼c Anatoliy Swishchuk, University of Calgary, Canada.
260 ▼a New Jersey : ▼b World Scientific, ▼c c2013.
300 ▼a xxii, 303 p. : ▼b ill. ; ▼c 26 cm.
504 ▼a Includes bibliographical references and index.
650 0 ▼a Swaps (Finance) ▼x Mathematical models.
650 0 ▼a Finance ▼x Mathematical models.
650 0 ▼a Stochastic processes.
945 ▼a KLPA

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 332.645 S969m 등록번호 111765913 도서상태 대출가능 반납예정일 예약 서비스 B M

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