Title: Financial modelling with jump processes
Description: "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.
Subjects: Finance, Jump processes, Mathematical models, Finance, mathematical models, Finances, Modèles mathématiques, Processus de sauts, BUSINESS & ECONOMICS, Modeles mathematiques