Financial Modelling with Jump Processes

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Synopsis

WINNER of a Riskbook.com Best of 2004 Book Award!During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematic

Book details

Author:
Peter Tankov
ISBN:
9781135437947
Related ISBNs:
9780203485217, 9780429204784, 9781584884132, 9781584884132
Publisher:
CRC Press
Pages:
552
Reading age:
Not specified
Includes images:
No
Date of addition:
2020-05-17
Usage restrictions:
Copyright
Copyright date:
2004
Copyright by:
N/A 
Adult content:
No
Language:
English
Categories:
Business and Finance, Mathematics and Statistics, Nonfiction