Rama Cont (Mathematical Institute, University of Oxford, UK), Peter Tankov

Gebundenes Buch

Financial Modelling with Jump Processes

Beschreibung

Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.

Autor

Rama Cont, Peter Tankov

Produktdetails

• Chapman and Hall/CRC Financial Mathematics Series
• Verlag: Taylor & Francis Inc
• Seitenzahl: 552
• Erscheinungstermin: 30. Dezember 2003
• Englisch
• Abmessung: 240mm x 161mm x 34mm
• Gewicht: 958g
• ISBN-13: 9781584884132
• ISBN-10: 1584884134
• Artikelnr.: 21757864