Financial Modelling with Jump Processes

198,90 €


Envío en 4/5 dias

Información del producto

ISBN9781584884132
EditorialTaylor & Francis Inc
Precio (sin IVA)187,64 €
Impuestos11,26 €
Precio (IVA incluido)198,90 €
Disponibilidad1 Unidad En almacén externo

Descripción del producto

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.