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Financial Modelling with Jump Processes

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