Edición de la obra Financial Modelling With Jump Processes
| Autor | Rama Cont |
|---|---|
| Editorial | Chapman & Hall/CRC |
| Fecha de publicación | 2004 |
| Lugar | Boca Raton, Fla |
| Idioma | inglés |
| Páginas | 535 |
| ISBN-10 | 1584884134 |
| OCLC | 62728890, 53285147 |
| LCCN | 2003063470 |
| Serie | Chapman & Hall/CRC financial mathematics series |
| Número de Cutter | C759f |
"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. If you have even a basic familiarity with quantitative methods in finance, Financial Modelling with Jump Processes with give you a valuable new set of tools for modelling market fluctuations."--Jacket.