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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

by Jean-Pierre Fouque,George Papanicolaou,Ronnie Sircar,Knut Sølna

ISBN 13: 9780521843584

Format: Illustrated (456 pages)
Publisher: Cambridge University Press
Published: 29 Sep 2011

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Commodities, Energy and Environmental Finance: 74 (Fields Institute Communications)

by René Aïd,Michael Ludkovski,Ronnie Sircar

ISBN 13: 9781493927326

Format: Illustrated (444 pages)
Publisher: Springer
Published: 31 Jul 2015

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Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky Henderson, Ronnie Sircar: 2081 (Lecture Notes in Mathematics)

by Fred Espen Benth,Vicky Henderson,Ronnie Sircar,Dan Crisan,Paolo Guasoni,Konstantinos Manolarakis,Johannes Muhle-Karbe,Colm Nee,Philip Protter

ISBN 13: 9783319004129

Format: Paperback (328 pages)
Publisher: Springer
Published: 24 Jul 2013

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