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.
- Limba : Engleza
- Data Publicarii : 30 Dec 2003
- Format : Hardback
- Numar pagini : 552
- ISBN : 9781584884132