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Bag om Financial Modelling with Jump Processes

Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781584884132
  • Indbinding:
  • Hardback
  • Sideantal:
  • 552
  • Udgivet:
  • 30. december 2003
  • Størrelse:
  • 233x154x35 mm.
  • Vægt:
  • 958 g.
  • 8-11 hverdage.
  • 17. januar 2025

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Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. 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.

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