Stochastic implied volatility : a factor-based model /

Bibliographic Details
Main Author:	Häfner, Reinhold
Format:	Thesis Book
Language:	English
Published:	Berlin ; New York : Springer, [2004]
Series:	Lecture notes in economics and mathematical systems ; 545.
Subjects:	Stochastic analysis. Stocks > Prices > Econometric models. Deriative securities > Econometric models. Risk management > Econometric models.

Description
Physical Description:	xi, 229 pages ; 24 cm.
Bibliography:	Includes bibliographical references (pages [215-223) and index.
ISBN:	3540221832 (pbk.)
ISSN:	0075-8442 ;