Financial Modelling with Jump Processes

Financial Modelling with Jump Processes
Author: Peter Tankov
Publisher: CRC Press
Total Pages: 552
Release: 2003-12-30
Genre: Business & Economics
ISBN: 1135437947

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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 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


Financial Modelling with Jump Processes
Language: en
Pages: 552
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
Financial Modelling
Language: en
Pages: 736
Authors: Joerg Kienitz
Categories: Business & Economics
Type: BOOK - Published: 2013-02-18 - Publisher: John Wiley & Sons

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Financial modelling Theory, Implementation and Practice with MATLAB Source Jörg Kienitz and Daniel Wetterau Financial Modelling - Theory, Implementation and Pr
Martingale Methods in Financial Modelling
Language: en
Pages: 521
Authors: Marek Musiela
Categories: Mathematics
Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

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A comprehensive and self-contained treatment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The
Point Processes and Jump Diffusions
Language: en
Pages: 323
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.
Financial Modeling Under Non-Gaussian Distributions
Language: en
Pages: 541
Authors: Eric Jondeau
Categories: Mathematics
Type: BOOK - Published: 2007-04-05 - Publisher: Springer Science & Business Media

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This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option pr