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Financial modelling with jump processes

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Cover for Financial modelling with jump processes
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Rama ContPeter Tankov3 editions

"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.

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2 credited authorsSearch language english

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  • Rama Cont

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  • Peter Tankov

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