Financial Modelling with Jump Processes - Chapman and Hall / CRC Financial Mathematics Series - Cont, Rama (Mathematical Institute, University of Oxford, UK) - Books - Taylor & Francis Inc - 9781584884132 - December 30, 2003
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Cont, Rama (Mathematical Institute, University of Oxford, UK)
Financial Modelling with Jump Processes - Chapman and Hall / CRC Financial Mathematics Series 1st edition

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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.

552 pages, 53 black & white illustrations, 20 black & white tables

Media Books     Hardcover Book   (Book with hard spine and cover)
Released December 30, 2003
ISBN13 9781584884132
Publishers Taylor & Francis Inc
Pages 552
Dimensions 233 × 154 × 35 mm   ·   958 g
Language English  

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