Financial modelling with jump processes
Rama Cont; Peter Tankov
| Year of publication: |
2004
|
|---|---|
| Authors: | Cont, Rama ; Tankov, Peter |
| Publisher: |
Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC |
| Subject: | jump diffusion | Modellierung | Scientific modelling | Stochastischer Prozess | Stochastic process | CAPM | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Theorie | Theory | Finanzmathematik | Sprungprozess | Stochastisches Modell | Lévy-Prozess |
| Description of contents: | Table of Contents [bvbr.bib-bvb.de] ; Description [bvbr.bib-bvb.de] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | XVI, 535 S graph. Darst 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 501 - 527 : £52.99 : CIP entry (Dec.) |
| ISBN: | 978-1-58488-413-2 ; 1-58488-413-4 ; 1-58488-413-4 |
| Classification: | Wahrscheinlichkeitsrechnung ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001790344