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)

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

Rama Cont, Peter Tankov

"Sobre este título" puede pertenecer a otra edición de este libro.

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
Tapa dura