Financial Modelling with Jump Processes

Financial Modelling with Jump Processes

Auteur: Peter Tankov, Rama Cont
Uitgever: CRC Press
Editie: 1
Publicatiedatum: 2003
ISBN: 9781584884132

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WINNER of a Riskbook.com Best of 2004 Book Award!

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 mathematic

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