Financial Modelling with Jump Processes
Edición de la obra Financial Modelling With Jump Processes
| Autor | Peter Tankov |
|---|---|
| Editorial | Taylor & Francis Group |
| Fecha de publicación | 2003 |
| Lugar | Ney York, USA |
| Idioma | inglés |
| Páginas | 552 |
| Formato | eBook |
| ISBN-13 | 9780429204784 |
| Número de Cutter | T165f |
"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.