Financial modelling with jump processes
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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
- Internet Archivefinancialmodelin00tank
- Internet Archivefinancialmodelli0000cont
- ISBN-101584884134
- ISBN-139781584884132
- LibraryThing2126344
and 5 more
- Library of Congress Control Number2003063470
- OCLC Control Number62728890
- OCLC Control Number53285147
- Better World Books9781584884132
- Open LibraryOL22578819M
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 processes
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