《Financial Modelling with Jump Processes, Second Edition》电子书下载
Financial Modelling with Jump Processes, Second Editiontxt,chm,pdf,epub,mobi下载
作者:
Peter Tankov
/
Rama Cont
出版社: Chapman and Hall/CRC 出版年: 2016-9-15 页数: 606 定价: USD 89.95 装帧: Hardcover ISBN: 9781420082197
内容简介
· · · · · ·
Including a new chapter on credit risk modelling and new developments in econometrics, the new edition of this bestselling resource provides an accessible overview of financials models based on jump processes used in risk management and option pricing. After presenting the necessary mathematics, the text presents theoretical, numerical, and empirical issues. While the emphasis ...
Including a new chapter on credit risk modelling and new developments in econometrics, the new edition of this bestselling resource provides an accessible overview of financials models based on jump processes used in risk management and option pricing. After presenting the necessary mathematics, the text presents theoretical, numerical, and empirical issues. While the emphasis is on demystifying technical difficulties so as to better understand applications, mathematical results are presented in a rigorous, though self-contained, manner, accessible to any reader having basic knowledge of the Black Scholes model. Concepts are illustrated through many numerical and empirical examples.
超爱他,都要买来仔细看
很新颖。
不一样的观点
很满意