Code: 04235244
Financial Modelling with Jump Processes
by Rama Cont
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 j ... more
- Language:
English - Binding: Hardback
- Number of pages: 552
Publisher: Taylor & Francis Inc, 2003
- More about this
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Book synopsis
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.
Book details
Book category Books in English Mathematics & science Mathematics Applied mathematics
164.84 €
- Full title: Financial Modelling with Jump Processes
- Author: Rama Cont
- Language: English
- Binding: Hardback
- Number of pages: 552
- EAN: 9781584884132
- ISBN: 1584884134
- ID: 04235244
- Publisher: Taylor & Francis Inc
- Weight: 958 g
- Dimensions: 154 × 233 × 35 mm
- Date of publishing: 30. December 2003
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