
- 552 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
Financial Modelling with Jump Processes
About this book
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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Yes, you can access Financial Modelling with Jump Processes by Peter Tankov in PDF and/or ePUB format, as well as other popular books in Mathematics & Mathematics General. We have over one million books available in our catalogue for you to explore.
Information
Table of contents
- Book Cover
- Title
- Copyright
- Preface
- Contents
- Chapter 1 Financial modelling beyond Brownian motion
- Part I Mathematical tools
- Part II Simulation and estimation
- Part III Option pricing in models with jumps
- Part IV Beyond Lévy processes
- Appendix A: Modified Bessel functions
- References
- Subject index