Financial Modelling with Jump Processes (Chapman & Hall/Crc Financial Mathematics Series)
Publisher: Chapman & Hall/CRC
Published: December 30, 2003
Language: eng
Format: Hardcover
Number of pages: 552
ISBN-13: 9781584884132
Subjects: Mathematical modelling; General; Business / Economics / Finance; Business & Economics; Business/Economics; Jump processes; Accounting - General; Finance; Mathematics / General; Mathematical models
First sentence: In the galaxy of stochastic processes used to model price fluctuations, Brownian motion is undoubtedly the brightest star.