Author

Contributions

  • Tankov, Peter. - Contributor

Publication

2004 - Chapman & Hall/CRC, Boca Raton, Fla, Florida

Language

English

Word Count

133,750 words, Guess

Page Count

535 pages

Identifiers

and 5 more

Classifications

  • DDC332/.01/519233
  • LCCHG106 .C66 2004
  • LCCHG106.C66 2004
and 1 more
  • LCCHG106 .C66 2004eb

Description

"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. If you have even a basic familiarity with quantitative methods in finance, Financial Modelling with Jump Processes with give you a valuable new set of tools for modelling market fluctuations."--Jacket.

Subjects

Series Statement

  • Chapman & Hall/CRC financial mathematics series

Other Editions

  • Financial modelling with jump processesChapman & Hall/CRC2004

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