Financial Modelling with Jump Processes

by

2.2 hrs read
Rate this book:
552 pages 2003

About This Book

"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 with give you a valuable new set of tools for modelling market fluctuations."--Jacket.

Buy This Book

As an Amazon Associate and Bookshop.org affiliate, BookOrb earns from qualifying purchases.

Write a Review

Sign in to write a review.