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Financial Modelling with Jump Processes
Language
English
English
Book
Hardback
Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in...
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Libristo code: 04235244
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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.
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About the book
Full name
Financial Modelling with Jump Processes
Author
Rama Cont
Language
English
English
Binding
Book - Hardback
Date of issue
2003
Number of pages
552
EAN
9781584884132
ISBN
1584884134
Libristo code
04235244
Publishers
Taylor & Francis Inc
Weight
958
Dimensions
233 x 154 x 35
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