Financial Modelling with Jump Processes: 2 (Chapman and Hall/CRC Financial Mathematics Series) - Hardcover

Tankov, Peter; Cont, Rama

Hardcover

ISBN 10: 1584884134 ISBN 13: 9781584884132

Verlag: Chapman and Hall/CRC, 2003

Inhaltsangabe

Financial models based on jump processes are fast gaining popularity in risk management and option pricing applications. Much has been published on the subject, but most of the papers are difficult for nonspecialists to understand. This book provides an accessible overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. With clear explanations, the authors motivate the use of the various mathematical tools, and while giving an intuitive understanding of proofs, provide precise mathematical statements of the results. They illustrate concepts with many numerical and empirical examples and provide the details for implementing pricing and calibration algorithms.

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Über die Autorin bzw. den Autor

Rama Cont, Peter Tankov

Details zur Ausgabe

• Verlag: Chapman and Hall/CRC
• Erscheinungsdatum: 2003
• Sprache: Englisch
• ISBN 10: 1584884134
• ISBN 13: 9781584884132
• Einband: Tapa dura
• Auflage: 1
• Anzahl der Seiten: 552
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar