Financial Modelling with Jump Processes

Author	: Peter Tankov
Publisher	: CRC Press
Total Pages	: 552
Release	: 2003-12-30
ISBN-13	: 9781135437947
ISBN-10	: 1135437947
Rating	: 4/5 (47 Downloads)

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Book Synopsis Financial Modelling with Jump Processes by : Peter Tankov

Download or read book Financial Modelling with Jump Processes written by Peter Tankov and published by CRC Press. This book was released on 2003-12-30 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematic

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