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Financial modelling with jump processes
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 mathematical tool...
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| Auteurs principaux : | , |
|---|---|
| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Financial modelling with jump processes / Rama Cont, Peter Tankov |
| Publié : |
Boca Raton (Fla.), London, New York [etc.] :
Chapman & Hall/CRC
, copyright 2004 |
| Description matérielle : | 1 vol. (XVI-535 p.) |
| Collection : | Chapman & Hall/CRC financial mathematics series |
| Sujets : |
Bib. CRDM (Mathématiques)
| | Cote | Prêt | Statut |
|---|---|---|---|
| Bibliothèque | 91C04 | Prêt sans prolongation | Disponible |