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Jean-Pierre Fouque

5 books

Books by Jean-Pierre Fouque

Handbook on Systemic Risk
Handbook on Systemic Risk
2013
Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Multiscale stochastic volatility for equity, interest rate, and credit derivatives
2012
Wave propagation and time reversal in randomly layered media
Wave propagation and time reversal in randomly layered media
2007
Derivatives in financial markets with stochastic volatility
Derivatives in financial markets with stochastic volatility
2000
Stochastic analysis
Stochastic analysis
1995