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Chapman and Hall/CRC Financial Mathematics Series

Financial Modelling with Jump Processes, Second Edition

Rama (University of Oxford, UK) Cont & Peter (Universite Paris VII, France) Tankov

Financial Modelling with Jump Processes, Second Edition

Chapman and Hall/CRC Financial Mathematics Series

Financial Modelling with Jump Processes, Second Edition

Chapman and Hall/CRC Financial Mathematics Series: Financial Modelling with Jump Processes, Second Edition

 

Presents an overview of financials models based on jump processes used in risk management and option pricing. After presenting the necessary mathematics, this text presents theoretical, numerical and empirical issues.

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Beschrijving Chapman and Hall/CRC Financial Mathematics Series: Financial Modelling with Jump Processes, Second Edition

Presents an overview of financials models based on jump processes used in risk management and option pricing. After presenting the necessary mathematics, this text presents theoretical, numerical and empirical issues.

ISBN
9781420082197
Pagina's
606
Verschenen
Serie
Chapman and Hall/CRC Financial Mathematics Series
NUR
300
Druk
1
Uitvoering
Hardback
Uitgever
Taylor & Francis Ltd

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