Nicolay, David, <br/><br/>
Asymptotic chaos expansions in finance :  theory and practice / 
David Nicolay. 
 - xxii, 491 páginas :  34 ilustraciones, 26 ilustraciones en color. 
 - Springer Finance,  1616-0533 .
<br/><br/> Springer eBooks 
<br/><br/>Introduction -- Volatility dynamics for a single underlying: foundations -- Volatility dynamics for a single underlying: advanced methods -- Practical applications and testing -- Volatility dynamics in a term structure -- Implied Dynamics in the SV-HJM framework -- Implied Dynamics in the SV-LMM framework -- Conclusion. 
<br/><br/><label>ISBN: </label>9781447165064 
<br/><br/><label>LC Class. No.: </label>QA370-380