How Long to Read Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

How Long Does it Take to Read Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives?

It takes the average reader 7 hours and 46 minutes to read Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives by Jean-Pierre Fouque

Assuming a reading speed of 250 words per minute. Learn more

Description

Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedging of financial derivatives under stochastic volatility in equity, interest-rate, and credit markets. They present and analyze multiscale stochastic volatility models and asymptotic approximations. These can be used in equity markets, for instance, to link the prices of path-dependent exotic instruments to market implied volatilities. The methods are also used for interest rate and credit derivatives. Other applications considered include variance-reduction techniques, portfolio optimization, forward-looking estimation of CAPM "beta," and the Heston model and generalizations of it. "Off-the-shelf" formulas and calibration tools are provided to ease the transition for practitioners who adopt this new method. The attention to detail and explicit presentation make this also an excellent text for a graduate course in financial and applied mathematics.

How long is Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives?

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives by Jean-Pierre Fouque is 456 pages long, and a total of 116,736 words.

This makes it 154% the length of the average book. It also has 143% more words than the average book.

How Long Does it Take to Read Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives Aloud?

The average oral reading speed is 183 words per minute. This means it takes 10 hours and 37 minutes to read Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives aloud.

What Reading Level is Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives?

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives?

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives by Jean-Pierre Fouque is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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