Financial Modelling with Jump Processes
Peter (ENSAE, Institute Polytechnique de Paris, France) Tankov, Rama (Mathematical Institute, University of Oxford, UK) Cont
Taylor & Francis Inc, 2003
220,75 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781584884132
- ISBN-10
- 1584884134
- Publisher
- Taylor & Francis Inc
- Year
- 2003
- Publication date
- 2003-12-30
- Pages
- 552
- Dimensions
- 154x233x35
- Weight
- 958