Financial Modelling With Jump ProcessesRama Cont
Financial Modelling With Jump Processes
Rama Cont, Peter Tankov · 2003
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About the book
"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.
Book details
- Year
- 2003
- Language
- English
- Publisher
- Chapman & Hall/CRC
- Editions
- 3
- Pages
- 552
- ISBN
- 9781584884132
Data source: Wikidata
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