Financial Modelling With Jump Processes

Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.

• | By (Author): Peter (Universite Paris VII, France) Tankov
• | Series: Chapman & Hall/CRC Financial Mathematics Series
• | Publisher: Taylor & Francis Inc
• | Publication Date: Dec 30, 2003
• | Country of Publication: United States
• | Number of Pages: 552 pages
• | Language: Not available
• | Binding: Hardback
• | ISBN-10: 0007233485
• | ISBN-13: 9781584884132