Author: Peter Jarvis
Publisher: Routledge
Keywords: educ, cont, adult, theme, major
Number of Pages: 472
Published: 2004-11-11
List price: unknow
ISBN-10: 0415130298
ISBN-13: 9780415130295

Authors:Eileen Boris, Cynthia R Daniel,
Publisher: University of Illinois Pre
Keywords: perspectives, paid, labor, home, contemporary, historical, hist, cont, per, homework
Number of Pages: 299
Published: 1989-04-01
List price: $17.95
ISBN-10: 0252060547
ISBN-13: 9780252060540

Authors:Rama Cont, Peter Tankov,
Publisher: Chapman & Hall/CRC
Keywords: financial, crc, mathematics, series, hall, chapman, modelling, jump, processes
Number of Pages: 552
Published: 2003-12-30
List price: $97.95
ISBN-10: 1584884134
ISBN-13: 9781584884132

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 mathematical tools required for applications can be intimidating. Potential users often get the impression that jump and Lévy processes are beyond their reach.Financial Modelling with Jump Processes shows that this is not so. It provides a self-contained overview of the theoretical, numerical, and empirical aspects