Financial Modelling with Jump Processes: 2 (Chapman and Hall/CRC Financial Mathematics Series)

by Peter Tankov (Author), Rama Cont (Author)

• New

  Illustrated
  2003

  $116.30

  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.