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SpringerBriefs in Mathematics

Change of Time Methods in Quantitative Finance

Anatoliy Swishchuk

Change of Time Methods in Quantitative Finance

SpringerBriefs in Mathematics

Change of Time Methods in Quantitative Finance

SpringerBriefs in Mathematics: Change of Time Methods in Quantitative Finance

 

This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental aspects of the theory of CTM, basic concepts, and its properties.

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Beschrijving SpringerBriefs in Mathematics: Change of Time Methods in Quantitative Finance

This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental aspects of the theory of CTM, basic concepts, and its properties.

ISBN
9783319324067
Pagina's
128
Verschenen
Serie
SpringerBriefs in Mathematics
Rubriek
Economie en bedrijf
Druk
1
Uitvoering
Paperback
Taal
Engels
Uitgever
Springer International Publishing AG

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