Continuous Time Approach to Financial Volatility

Continuous Time Approach to Financial Volatility

Hardback (01 Mar 2008)

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Publisher's Synopsis

The heart of the book describes the applications of the Levy processes, with further mathematical ideas introduced as and when needed. The authors cover new ideas not presented in book form before, blending theory and practice.

Book information

ISBN: 9780521834407
Publisher: Cambridge University Press
Imprint: Cambridge University Press
Pub date:
DEWEY: 332.01519282
DEWEY edition: 22
Number of pages: 450
Weight: 0g
Height: 0mm
Width: 0mm