Financial Modelling with Jump Processes, Second Edition Hardback
Part of the Chapman & Hall/CRC Financial Mathematics Series series
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.
- Format: Hardback
- Pages: 606 pages, 100 Illustrations, black and white
- Publisher: Taylor & Francis Ltd
- Publication Date: 01/01/2020
- Category: Finance
- ISBN: 9781420082197
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