Financial Modelling with Jump Processes

Cena sprzedaży 534,00 zł Zwykła cena 694,00 zł
Według Rama Cont
1 w magazynie

Szybka dostawa

552 psl.

2003 m.

Kietas viršelis

Kod kreskowy: 9781584884132
Opis

Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. 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.