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Stochastic implied volatility : a factor-based model

[NT 42944] Record Type:	[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47348] Title Information:	a factor-based model
[NT 47261] Author:	HafnerReinhold.,
[NT 47351] Place of Publication:	Berlin
[NT 47263] Published:	Springer;
[NT 47352] Year of Publication:	c2004.
[NT 47264] Description:	xi, 229 p.ill. : 24 cm.;
[NT 47298] Series:	Lecture notes in economics and mathematical systems545
[NT 47266] Subject:	Stochastic processes. -
[NT 47265] Notes:	Based on the author's thesis (doctoral)--University of Augsburg, 2004.
[NT 50961] ISBN:	3540221832

Stochastic implied volatility : a factor-based model
Hafner, Reinhold.

Stochastic implied volatility : a factor-based model / Reinhold Hafner. - Berlin : Springer, c2004.. - xi, 229 p. ; ill. ; 24 cm.. - (Lecture notes in economics and mathematical systems ; 545).
Based on the author's thesis (doctoral)--University of Augsburg, 2004..
Includes bibliographic references and index (p.[215]-223)..
ISBN 3540221832
Stochastic processes.

Stochastic implied volatility : a factor-based model
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102 $a de
105 $a a a 001yy
200 1 $a Stochastic implied volatility $e a factor-based model $f Reinhold Hafner.
210 $a Berlin $a New York $d c2004. $c Springer
215 1 $a xi, 229 p. $c ill. $d 24 cm.
225 2 $a Lecture notes in economics and mathematical systems $v 545 $x 0075-8442
300 $a Based on the author's thesis (doctoral)--University of Augsburg, 2004.
320 $a Includes bibliographic references and index (p.[215]-223).
410 0 $1 2001 $a Lecture notes in economics and mathematical systems $v 545
606 $a Stochastic processes. $3 129303
676 $a 519.2/3 $v 22
700 $a Hafner $b Reinhold. $3 132298

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