| 000 | 01199cam a22003615i 4500 | ||
|---|---|---|---|
| 001 | 23318675 | ||
| 003 | OSt | ||
| 005 | 20250425102317.0 | ||
| 008 | 230915s2024 paua b 001 0 eng | ||
| 010 | _a 2023946731 | ||
| 020 | _a9781611977776 (Pbk) | ||
| 020 | _a1611977770 | ||
| 040 |
_aDLC _beng _erda _cIISERB |
||
| 042 | _apcc | ||
| 050 | 0 | 0 |
_aHG106 _b.B39 2024 |
| 082 | 0 | 0 |
_a332.0151 B341R _223/eng/20240516 |
| 100 | 1 |
_aBayer, Christian. _eeditor. _931533 |
|
| 245 | 1 | 0 | _aRough volatility |
| 260 |
_aPhilade;phia: _bSIAM, _c2024. |
||
| 300 |
_axxviii, 263 pages : _billustrations ; _c26 cm. |
||
| 490 | 0 | _aFinancial mathematics | |
| 504 | _aIncludes bibliographical references (pages 245-260) and index. | ||
| 650 |
_aVolatility _932530 |
||
| 700 | 1 |
_aFriz, Peter K. _eeditor. _931534 |
|
| 700 | 1 |
_aFukasawa, Masaaki _931535 |
|
| 700 | 1 |
_aGatheral, Jim. _eeditor. _931536 |
|
| 700 | 1 |
_aJacquier, Antoine, _eeditor. _931537 |
|
| 700 | 1 |
_aRosenbaum, Mathieu, _eeditor. _931538 |
|
| 906 |
_a7 _bcbc _corignew _d2 _eepcn _f20 _gy-gencatlg |
||
| 942 |
_2ddc _cBK |
||
| 999 |
_c10676 _d10676 |
||