Financial models with Lévy processes and volatility clustering
Svetlozar T. Rachev; Yong Shin Kim; Michele Leonardo Bianchi; Frank J. Fabozzi
| Year of publication: |
c 2011
|
|---|---|
| Authors: | Račev, Svetlozar T. ; Kim, Young Shin ; Bianchi, Michele Leonardo ; Fabozzi, Frank J. |
| Publisher: |
Hoboken, NJ : Wiley |
| Subject: | CAPM | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance | Stochastischer Prozess | Stochastic process |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | XX, 394 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Includes index a. references |
| ISBN: | 978-0-470-48235-3 ; 9780470937266=9781118006702=9780470937167 ; 978-1-118-00670-2 ; 978-0-470-93716-7 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008658750