Financial Modelling with Jump Processes - 2nd Rev Ed

Informationen zum Autor Columbia University! New York! USA Universite Paris VII! France University of Maryland! College Park! USA University of Cambridge and Cambridge Systems Associates Limited! UK Klappentext Presents an overview of financials models based on jump processes used in risk management and option pricing. After presenting the necessary mathematics! this text presents theoretical! numerical and empirical issues. Zusammenfassung Presents an overview of financials models based on jump processes used in risk management and option pricing. After presenting the necessary mathematics, this text presents theoretical, numerical and empirical issues. Inhaltsverzeichnis Overview. Mathematical tools. Simulation and estimation. Option pricing in models with jumps. Beyond Lévy processes. Appendices. Bibliography. Index.

Product details

• Authors: Rama Cont, Rama (University of Oxford Cont, Rama/ Tankov Cont, Peter Tankov, Peter (Universite Paris VII Tankov
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Release: 31.12.2023, delayed
• EAN: 9781420082197
• ISBN: 978-1-4200-8219-7
• No. of pages: 606
• Series: Chapman and Hall/CRC Financial Mathematics Series; Chapman & Hall/CRC Financial Mathematics Series; Chapman and Hall/CRC Financial Mathematics Series
• Subject: Social sciences, law, business > Business