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Modeling and pricing of swaps for fi...

Svishchuk, A. V.

Modeling and pricing of swaps for financial and energy markets with stochastic volatilities /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Modeling and pricing of swaps for financial and energy markets with stochastic volatilities // Anatoliy Swishchuk, University of Calgary, Canada.
Author:	Svishchuk, A. V.
Published:	New Jersey :World Scientific, : 2013.,
Description:	xxii, 303 p. :ill. ; : 26 cm.;
Subject:	Swaps (Finance) - Mathematical models. -
ISBN:	9789814440127 (Cloth) :

Modeling and pricing of swaps for financial and energy markets with stochastic volatilities /
Svishchuk, A. V.

Modeling and pricing of swaps for financial and energy markets with stochastic volatilities /Anatoliy Swishchuk, University of Calgary, Canada. - New Jersey :World Scientific,2013. - xxii, 303 p. :ill. ;26 cm.

Includes bibliographical references and index.

ISBN: 9789814440127 (Cloth) :NT3942

LCCN: 2012047233Subjects--Topical Terms:

996709
Swaps (Finance)
--Mathematical models.

LC Class. No.: HG6024.A3 / S876 2013

Dewey Class. No.: 332.64/5

Modeling and pricing of swaps for financial and energy markets with stochastic volatilities /
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010 $a 2012047233
020 $a 9789814440127 (Cloth) : $c NT3942
020 $z 9789814440134 (electronic book)
035 $a 17552004
040 $a DLC $b eng $c DLC $e rda $c NFU
050 0 0 $a HG6024.A3 $b S876 2013
082 0 0 $a 332.64/5 $2 23
100 1 $a Svishchuk, A. V. $q (Anatoliĭ Vitalʹevich) $3 996708
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 2013.
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. $3 996709
650 0 $a Finance $x Mathematical models. $3 557653
650 0 $a Stochastic processes. $3 528256