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