Cont, Rama (Mathematical Institute, Tankov, Peter (Universite Paris VII
Omschrijving
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.
Ik heb een vraag over het boek: ‘Financial Modelling with Jump Processes - Cont, Rama (Mathematical Institute, Tankov, Peter (Universite Paris VII’.
Vul het onderstaande formulier in.
We zullen zo spoedig mogelijk antwoorden.
