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Financial modelling with jump processesFinancial modelling with jump processes

Financial modelling with jump processes

Rama Cont

About this book

"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.

Details

OL Work ID
OL8948534W

Subjects

FinanceJump processesMathematical modelsFinance, mathematical modelsFinancesModèles mathématiquesProcessus de sautsBUSINESS & ECONOMICSModeles mathematiques

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Book data from Open Library. Cover images courtesy of Open Library.