Financial Modelling with Jump Processes, Second Edition 新书_图书内容介绍_剧情呢
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Financial Modelling with Jump Processes, Second Edition读书介绍

类别 页数 译者 网友评分 年代 出版社
书籍 606页 2020 Chapman and Hall/CRC
定价 出版日期 最近访问 访问指数
USD 89.95 2020-02-20 … 2020-03-03 … 2
主题/类型/题材/标签
金融数学,数学,金融,quant,风险管理,Math,
作者
Peter Tankov      ISBN:9781420082197    原作名/别名:《》
内容和作者简介
Financial Modelling with Jump Processes, Second Edition摘要

Including a new chapter on credit risk modelling and new developments in econometrics, the new edition of this bestselling resource provides an accessible overview of financials models based on jump processes used in risk management and option pricing. After presenting the necessary mathematics, the text presents theoretical, numerical, and empirical issues. While the emphasis ...

作者简介

Including a new chapter on credit risk modelling and new developments in econometrics, the new edition of this bestselling resource provides an accessible overview of financials models based on jump processes used in risk management and option pricing. After presenting the necessary mathematics, the text presents theoretical, numerical, and empirical issues. While the emphasis is on demystifying technical difficulties so as to better understand applications, mathematical results are presented in a rigorous, though self-contained, manner, accessible to any reader having basic knowledge of the Black Scholes model. Concepts are illustrated through many numerical and empirical examples.

本书后续版本
未发行或暂未收录
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