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...
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | Livre papier |
| Sprog: | Anglais |
| Udgivet: |
Boca Raton (Fla.) ; London ; New York [etc.] :
Chapman & Hall/CRC
C 2004.
|
| Serier: | Chapman & Hall/CRC financial mathematics series
|
| Fag: | |
| Autres localisations: | Voir dans le Sudoc |