Financial modelling with jump processes
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FM
Image source: Open LibraryRama 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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- Open Author
Rama Cont
- Open Author
Peter Tankov
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