Financial modelling with jump processes
During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tool...
Đã lưu trong:
| Những tác giả chính: | , |
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| Định dạng: | Livre papier |
| Ngôn ngữ: | Anglais |
| Được phát hành: |
Boca Raton (Fla.) ; London ; New York [etc.] :
Chapman & Hall/CRC
C 2004.
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| Loạt: | Chapman & Hall/CRC financial mathematics series
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| Những chủ đề: | |
| Autres localisations: | Voir dans le Sudoc |
Orléans - Bibliotheque de l'Institut Denis Poisson (Ex MAPMO)
| Ghi chú: |
A demander à la BU Sciences |
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| Vị trí | Số hiệu | Type de prêt | Trạng thái | |
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| Salle de lecture | 7062 CON | Sẵn có |