Financial Modelling with Jump Processes: 2 (Chapman and Hall/CRC Financial Mathematics Series) - Tapa dura

Libro 4 de 71: Chapman and Hall/CRC Financial Mathematics

Tankov, Peter; Cont, Rama

 
9781584884132: Financial Modelling with Jump Processes: 2 (Chapman and Hall/CRC Financial Mathematics Series)
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ISBN 10: 1584884134 ISBN 13: 9781584884132
Editorial: Chapman and Hall/CRC, 2003

Sinopsis

Financial models based on jump processes are fast gaining popularity in risk management and option pricing applications. Much has been published on the subject, but most of the papers are difficult for nonspecialists to understand. This book provides an accessible overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. With clear explanations, the authors motivate the use of the various mathematical tools, and while giving an intuitive understanding of proofs, provide precise mathematical statements of the results. They illustrate concepts with many numerical and empirical examples and provide the details for implementing pricing and calibration algorithms.

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Acerca del autor

Rama Cont, Peter Tankov

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Editorial
Chapman and Hall/CRC
Año de publicación
2003
Idioma
Inglés
ISBN 10 
1584884134
ISBN 13 
9781584884132
Encuadernación
Tapa dura
Número de edición
1
Número de páginas
552
Contacto del fabricante
Taylor and Francis, GPSR Taylor and Francis
gpsr@taylorandfrancis.com

Taylor & Francis Verlag GmbH, Kaufingerstraße 24
München
80331
Alemania

Otras ediciones populares con el mismo título

9781420082197: Financial Modelling with Jump Processes, Second Edition (Chapman and Hall/CRC Financial Mathematics Series)

Edición Destacada

ISBN 10:  1420082191 ISBN 13:  9781420082197
Editorial: Chapman and Hall/CRC, 2026
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