Financial Modelling with Jump Processes
Download or Read eBook Financial Modelling with Jump Processes PDF written by Peter Tankov and published by CRC Press. This book was released on 2003-12-30 with total page 552 pages. Available in PDF, EPUB and Kindle.
| Author | : Peter Tankov |
| Publisher | : CRC Press |
| Total Pages | : 552 |
| Release | : 2003-12-30 |
| ISBN-10 | : 9781135437947 |
| ISBN-13 | : 1135437947 |
| Rating | : 4/5 (47 Downloads) |
Book Synopsis Financial Modelling with Jump Processes by : Peter Tankov
Book excerpt: 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
