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Book Categories |
| 1 | Financial modelling beyond Brownian motion | 1 |
| I | Mathematical tools | 17 |
| 2 | Basic tools | 19 |
| 3 | Levy processes: definitions and properties | 67 |
| 4 | Building Levy processes | 103 |
| 5 | Multidimensional models with jumps | 131 |
| II | Simulation and estimation | 169 |
| 6 | Simulating Levy processes | 171 |
| 7 | Modelling financial time series with Levy processes | 207 |
| III | Option pricing in models with jumps | 245 |
| 8 | Stochastic calculus for jump processes | 247 |
| 9 | Measure transformations for Levy processes | 291 |
| 10 | Pricing and hedging in incomplete markets | 319 |
| 11 | Risk-neutral modelling with exponential Levy processes | 353 |
| 12 | Integro-differential equations and numerical methods | 381 |
| 13 | Inverse problems and model calibration | 431 |
| IV | Beyond Levy processes | 451 |
| 14 | Time inhomogeneous jump processes | 453 |
| 15 | Stochastic volatility models with jumps | 469 |
| A | Modified Bessel functions | 499 |
| References | 501 | |
| Subject index | 529 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Nonyo Bizness
reviewed Financial Modelling with Jump Processes, Vol. 2 on January 14, 2015
Financial Modelling with Jump Processes, Vol. 2
Comprehensive and easy to digest review of statistical analysis techniques with specific examples geared towards economics.
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Add Financial Modelling with Jump Processes, Vol. 2, WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical natu, Financial Modelling with Jump Processes, Vol. 2 to the inventory that you are selling on WonderClubX
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Add Financial Modelling with Jump Processes, Vol. 2, WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical natu, Financial Modelling with Jump Processes, Vol. 2 to your collection on WonderClub |
