Chiudi

Aggiungi l'articolo in

Chiudi
Aggiunto

L’articolo è stato aggiunto alla lista dei desideri

Chiudi

Crea nuova lista

Stripe PDP Libri EN
Financial Modelling with Jump Processes - Peter Tankov,Rama Cont - cover
Financial Modelling with Jump Processes - Peter Tankov,Rama Cont - cover
Dati e Statistiche
Wishlist Salvato in 0 liste dei desideri
Financial Modelling with Jump Processes
Disponibile in 5 giorni lavorativi
124,69 €
-5% 131,25 €
124,69 € 131,25 € -5%
Disp. in 5 gg lavorativi
Chiudi
Altri venditori
Prezzo e spese di spedizione
ibs
124,69 € Spedizione gratuita
disponibile in 5 giorni lavorativi disponibile in 5 giorni lavorativi
Info
Nuovo
Altri venditori
Prezzo e spese di spedizione
ibs
124,69 € Spedizione gratuita
disponibile in 5 giorni lavorativi disponibile in 5 giorni lavorativi
Info
Nuovo
Altri venditori
Prezzo e spese di spedizione
Chiudi

Tutti i formati ed edizioni

Chiudi
Financial Modelling with Jump Processes - Peter Tankov,Rama Cont - cover

Descrizione


WINNER of a Riskbook.com Best of 2004 Book Award! 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 Levy 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 involved in using jump processes in financial modelling, and it does so in terms within the grasp of nonspecialists. The introduction of new mathematical tools is motivated by their use in the modelling process, and precise mathematical statements of results are accompanied by intuitive explanations. Topics covered in this book include: jump-diffusion models, Levy processes, stochastic calculus for jump processes, pricing and hedging in incomplete markets, implied volatility smiles, time-inhomogeneous jump processes and stochastic volatility models with jumps. The authors illustrate the mathematical concepts with many numerical and empirical examples and provide the details of numerical implementation of pricing and calibration algorithms. 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. If you have even a basic familiarity with quantitative methods in finance, Financial Modelling with Jump Processes will give you a valuable new set of tools for modelling market fluctuations.
Leggi di più Leggi di meno

Dettagli

Chapman and Hall/CRC Financial Mathematics Series
2003
Hardback
552 p.
Testo in English
229 x 152 mm
1180 gr.
9781584884132
Chiudi
Aggiunto

L'articolo è stato aggiunto al carrello

Chiudi

Aggiungi l'articolo in

Chiudi
Aggiunto

L’articolo è stato aggiunto alla lista dei desideri

Chiudi

Crea nuova lista

Chiudi

Chiudi

Siamo spiacenti si è verificato un errore imprevisto, la preghiamo di riprovare.

Chiudi

Verrai avvisato via email sulle novità di Nome Autore