Financial Modelling with Jump Processes

Müügihind €142,80 Tavaline hind €185,64

TASUTA kohaletoimetamine

1 laos

Rama Cont

552 leheküljed

2003 aasta

Kõvakaaneline

Vöötkood: 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.