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Financial Modelling with Jump Processes Hardcover - 2003 - 1st Edition
by Peter Tankov; Rama Cont
For graduate students and professionals in applied mathematics and quantitative finance, this text provides an overview of the theoretical, numerical, and empirical aspects involved in using jump processes in financial modeling.
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- Title Financial Modelling with Jump Processes
- Author Peter Tankov; Rama Cont
- Binding Hardcover
- Edition number 1st
- Edition 1
- Pages 552
- Volumes 1
- Language ENG
- Publisher CRC Press, Boca Raton, FL
- Date 2003-12-30
- Illustrated Yes
- Features Bibliography, Illustrated, Index
- ISBN 9781584884132 / 1584884134
- Weight 1.95 lbs (0.88 kg)
- Dimensions 9.5 x 6.4 x 1.3 in (24.13 x 16.26 x 3.30 cm)
- Library of Congress subjects Finance - Mathematical models, Jump processes
- Library of Congress Catalog Number 2003063470
- Dewey Decimal Code 332.015
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Financial Modelling with Jump Processes (Chapman & Hall/CRC Financial Mathematics Series)
by Peter Tankov
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Hardback. New. 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.
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Financial Modelling with Jump Processes (Chapman and Hall/CRC Financial Mathematics Series)
by Tankov, Peter; Cont, Rama
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Hardback. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; 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 c
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Financial Modelling with Jump Processes
by Tankov, Peter (Author)/ Cont, Rama (Author)
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CRC Pr I Llc, 2004. Hardcover. New. 1st edition. 306 pages. 9.25x6.25x1.25 inches.
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Financial Modelling with Jump Processes
by Tankov, Peter (Author)/ Cont, Rama (Author)
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CRC Pr I Llc, 2004. Hardcover. New. 1st edition. 306 pages. 9.25x6.25x1.25 inches.
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Financial Modelling with Jump Processes (Chapman and Hall/CRC Financial Mathematics Series)
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