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Financial Modelling with Jump Processes

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Financial Modelling with Jump Processes Rama Cont
Libristo kod: 04235244
Nakladnici Taylor & Francis Inc, prosinac 2003
Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in... Cijeli opis
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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.

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Informacije o knjizi

Puni naziv Financial Modelling with Jump Processes
Autor Rama Cont
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2003
Broj stranica 552
EAN 9781584884132
ISBN 1584884134
Libristo kod 04235244
Nakladnici Taylor & Francis Inc
Težina 958
Dimenzije 233 x 154 x 35

Kategorija

Mathematics & Science > Mathematics > Applied mathematics > Mathematical modelling
Economics, Finance, Business & Management > Finance & accounting > Finance
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