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Rama Cont, Peter Tankov
"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.
| Publisher | Chapman & Hall/CRC |
|---|---|
| Pages | 552 |
| Format | Hardcover |
| Search language | english |
| ISBN_10 | 1-584-88413-4 primary |
| ISBN_13 | 978-1-584-88413-2 primary |
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