Point Processes and Jump Diffusions

Point Processes and Jump Diffusions
Author: Tomas Björk
Publisher: Cambridge University Press
Total Pages: 323
Release: 2021-06-17
Genre: Business & Economics
ISBN: 1316518671
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Develop a deep understanding and working knowledge of point-process theory as well as its applications in finance.


Point Processes and Jump Diffusions
Language: en
Pages: 323

Point Processes and Jump Diffusions

Authors: Tomas Björk
Categories: Business & Economics
Type: BOOK - Published: 2021-06-17 - Publisher: Cambridge University Press

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Develop a deep understanding and working knowledge of point-process theory as well as its applications in finance.
Point Processes and Jump Diffusions
Language: en
Pages: 324

Point Processes and Jump Diffusions

Authors: Tomas Björk
Categories: Mathematics
Type: BOOK - Published: 2021-06-17 - Publisher: Cambridge University Press

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The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial
Financial Modelling with Jump Processes
Language: en
Pages: 552

Financial Modelling with Jump Processes

Authors: Peter Tankov
Categories: Business & Economics
Type: BOOK - Published: 2003-12-30 - Publisher: CRC Press

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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 m
An Introduction to the Theory of Point Processes
Language: en
Pages: 590

An Introduction to the Theory of Point Processes

Authors: D.J. Daley
Categories: Mathematics
Type: BOOK - Published: 2007-11-12 - Publisher: Springer Science & Business Media

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This is the second volume of the reworked second edition of a key work on Point Process Theory. Fully revised and updated by the authors who have reworked their
Applied Stochastic Control of Jump Diffusions
Language: en
Pages: 263

Applied Stochastic Control of Jump Diffusions

Authors: Bernt Øksendal
Categories: Mathematics
Type: BOOK - Published: 2007-04-26 - Publisher: Springer Science & Business Media

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Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its ap