Book Details
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.
Read more - Author Peter Tankov
- ISBN13 9781584884132
- ISBN10 1584884134
- Pages 552
- Published 2003
- Fecha de publicación 30/12/2003
- Language German, French
Reviews and ratings
Financial Modelling with Jump Processes (German, French)
- By
- Peter Tankov
- |
- Routledge (2003)
- 9781584884132



