Financial Models with Levy Processes and Volatility Clustering
Language: en
Pages: 316
Authors: Svetlozar T. Rachev
Categories: Business & Economics
Type: BOOK - Published: 2011-02-08 - Publisher: John Wiley & Sons

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An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with Lévy Pro
Encyclopedia of Financial Models
Language: en
Pages: 3180
Authors: Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2012-10-15 - Publisher: John Wiley & Sons

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An essential reference dedicated to a wide array of financial models, issues in financial modeling, and mathematical and statistical tools for financial modelin
Encyclopedia of Financial Models, Volume III
Language: en
Pages: 1060
Authors: Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2012-09-20 - Publisher: John Wiley & Sons

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Volume 3 of the Encyclopedia of Financial Models The need for serious coverage of financial modeling has never been greater, especially with the size, diversity
Clustered Lévy Processes and Their Financial Applications
Language: en
Pages: 34
Authors: Donatien Hainaut
Categories:
Type: BOOK - Published: 2016 - Publisher:

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This work contributes to the literature over time-changed processes in two directions. Firstly, this is the first thorough study of theoretical properties of L�
Capital Markets, Fifth Edition
Language: en
Pages: 1087
Authors: Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2015-10-23 - Publisher: MIT Press

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The substantially revised fifth edition of a textbook covering the wide range of instruments available in financial markets, with a new emphasis on risk managem