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Financial modelling with jump processes / Rama Cont, Peter Tankov
Author:
Cont, Rama
Published:
Boca Raton : Chapman & Hall/CRC, [2004]
Copyright Date:
©2004
Physical Description:
xvi, 535 pages : illustrations ; 25 cm.
Additional Creators:
Tankov, Peter
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Series:
Chapman & Hall/CRC financial mathematics series
Subject(s):
Finance
—
Mathematical models
Jump processes
ISBN:
1584884134 (alk. paper)
Bibliography Note:
Includes bibliographical references (pages 501-527) and index.
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| catkey: 2629164