Financial Modelling with Jump Processes

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Financial Modelling with Jump Processes

Investment and securities Numerical analysis Probability and statistics

Authors: Rama Cont, Peter Tankov

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Collection: Chapman and Hall/CRC Financial Mathematics Series

Language: English

Published by: Chapman and Hall/CRC

Published on: 30th December 2003

Format: LCP-protected ePub

ISBN: 9781135437930


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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