Financial Modelling with Jump Processes

Pārdošanas cena €142,80 Regulārā cena €185,64

BEZMAKSAS piegāde

1 ir noliktavā

Rama Cont

552 lapas

2003 gads

Cietais vāks

Svītrkods: 9781584884132

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.