Code: 50201824
Rough Volatility
by Christian Bayer, Peter K. Friz, Masaaki Fukasawa, Jim Gatheral, Antoine Jacquier, Antoine Jacquier
- Language:
English - Binding: Paperback
- Number of pages: 261
Publisher: MP–SIA SIAM – Society for Industrial and Applied M, 2024
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90.97 €
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Book details
90.97 €
- Full title: Rough Volatility
- Author: Christian Bayer, Peter K. Friz, Masaaki Fukasawa, Jim Gatheral, Antoine Jacquier, Antoine Jacquier
- Language: English
- Binding: Paperback
- Number of pages: 261
- EAN: 9781611977776
- ISBN: 1611977770
- ID: 50201824
- Publisher: MP–SIA SIAM – Society for Industrial and Applied M
- Weight: 640 g
- Dimensions: 258 × 181 × 23 mm
- Date of publishing: 31. January 2024
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