Financial Modelling with Jump Processes - Peter Tankov,Rama Cont
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For graduate students and professionals in applied mathematics and quantitative finance, this text provides an overview of the theoretical, numerical, and empirical aspects involved in using jump processes in financial modeling.
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Kirjeldus
For graduate students and professionals in applied mathematics and quantitative finance, this text provides an overview of the theoretical, numerical, and empirical aspects involved in using jump processes in financial modeling.
Lisateave
| Autor | Peter Tankov, Rama Cont |
|---|---|
| Kirjastaja | Taylor & Francis Inc |
| Väljalaskeaasta | 2003 |
| Kaanetüüp | Kõvakaaneline |
| EAN | 9781584884132 |