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Financial Modelling with Jump Processes
ByPeter Tankov Edition1st Edition First Published2003 eBook Published30 December 2003 Pub. locationNew York ImprintChapman and Hall/CRC DOI：https://doi.org/10.1201/9780203485217 Pages552 pages eBook ISBN9781135437947 SubjectsEconomics, Finance, Business & Industry, Mathematics & Statistics WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematic |
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