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Financial Modelling With Jump Processes

Financial Modelling With Jump Processes

Rama Cont
2003
Páginas: 552
Género: Finance

Descripción

"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.

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