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Financial Modelling with Jump Processes - Peter Tankov
book is out-of-stock
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Peter Tankov:
Financial Modelling with Jump Processes - new book

2004, ISBN: 9780203485217

ID: 9780203485217

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 nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tools required for applications can be intimidating. Potential users often get the impression that jump and Levy processes are beyond their reach.Financial Modelling with Jump Processes shows that this is not so. It provides a self-contained overview of the theoretical, numerical, and empirical aspects involved in using jump processes in financial modelling, and it does so in terms within the grasp of nonspecialists. The introduction of new mathematical tools is motivated by their use in the modelling process, and precise mathematical statements of results are accompanied by intuitive explanations. Topics covered in this book include: jump-diffusion models, Levy processes, stochastic calculus for jump processes, pricing and hedging in incomplete markets, implied volatility smiles, time-inhomogeneous jump processes and stochastic volatility models with jumps. The authors illustrate the mathematical concepts with many numerical and empirical examples and provide the details of numerical implementation of pricing and calibration algorithms. 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 will give you a valuable new set of tools for modelling market fluctuations. Financial Modelling with Jump Processes: 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 nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tools required for applications can be intimidating. Potential users often get the impression that jump and Levy processes are beyond their reach.Financial Modelling with Jump Processes shows that this is not so. It provides a self-contained overview of the theoretical, numerical, and empirical aspects involved in using jump processes in financial modelling, and it does so in terms within the grasp of nonspecialists. The introduction of new mathematical tools is motivated by their use in the modelling process, and precise mathematical statements of results are accompanied by intuitive explanations. Topics covered in this book include: jump-diffusion models, Levy processes, stochastic calculus for jump processes, pricing and hedging in incomplete markets, implied volatility smiles, time-inhomogeneous jump processes and stochastic volatility models with jumps. The authors illustrate the mathematical concepts with many numerical and empirical examples and provide the details of numerical implementation of pricing and calibration algorithms. 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 will give you a valuable new set of tools for modelling market fluctuations., CRC Press

New book Rheinberg-Buch.de
Ebook, Englisch, Neuware Shipping costs:Ab 20¤ Versandkostenfrei in Deutschland, Sofort lieferbar, DE. (EUR 0.00)
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(*) Book out-of-stock means that the book is currently not available at any of the associated platforms we search.
Financial Modelling With Jump Processes - Crc Press
book is out-of-stock
(*)
Crc Press:
Financial Modelling With Jump Processes - new book

2004, ISBN: 9780203485217

ID: 5558480

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 nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tools required for applications can be intimidating. 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 nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tools required for applications can be intimidating. Potential users often get the impression that jump and Levy processes are beyond their reach. Financial Modelling with Jump Processes shows that this is not so. It provides a self-contained overview of the theoretical, numerical, and empirical aspects involved in using jump processes in financial modelling, and it does so in terms within the grasp of nonspecialists. The introduction of new mathematical tools is motivated by their USE in the modelling process, and precise mathematical statements of results are accompanied by intuitive explanations. Topics covered in this book include: jump-diffusion models, Levy processes, stochastic calculus for jump processes, pricing and hedging in incomplete markets, implied volatility smiles, time-inhomogeneous jump processes and stochastic volatility models with jumps. The authors illustrate the mathematical concepts with many numerical and empirical examples and provide the details of numerical implementation of pricing and calibration algorithms. 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 will give you a valuable new set of tools for modelling market fluctuations. eBooks, , Financial Modelling With Jump Processes~~EBook~~9780203485217~~Peter Tankov, , Financial Modelling With Jump Processes, Peter Tankov, 9780203485217, Crc Press, 06/02/2004, , , , Crc Press

New book Hive.co.uk
MPN: , SKU 5558480 Shipping costs:zzgl. Versandkosten, plus shipping costs
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(*) Book out-of-stock means that the book is currently not available at any of the associated platforms we search.
Financial Modelling With Jump Processes - Peter Tankov
book is out-of-stock
(*)
Peter Tankov:
Financial Modelling With Jump Processes - new book

ISBN: 9780203485217

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 nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tools required for applications can be intimidating. Potential users often get the impression that jump and Levy processes are beyond their reach. Financial Modelling with Jump Processes shows that this is not so. It provides a self-contained overview of the theoretical, numerical, and empirical aspects involved in using jump processes in financial modelling, and it does so in terms within the grasp of nonspecialists. The introduction of new mathematical tools is motivated by their USE in the modelling process, and precise mathematical statements of results are accompanied by intuitive explanations. Topics covered in this book include: jump-diffusion models, Levy processes, stochastic calculus for jump processes, pricing and hedging in incomplete markets, implied volatility smiles, time-inhomogeneous jump processes and stochastic volatility models with jumps. The authors illustrate the mathematical concepts with many numerical and empirical examples and provide the details of numerical implementation of pricing and calibration algorithms. 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 will give you a valuable new set of tools for modelling market fluctuations. eBooks Financial Modelling With Jump Processes~~EBook~~9780203485217~~Peter Tankov Financial Modelling With Jump Processes

New book [GBR] Hive.co.uk
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Financial Modelling with Jump Processes - Peter Tankov
book is out-of-stock
(*)
Peter Tankov:
Financial Modelling with Jump Processes - First edition

2003, ISBN: 9780203485217

ID: 26152228

[ED: 1], Auflage, eBook Download (PDF), eBooks, [PU: Chapman and Hall/CRC]

New book Lehmanns.de
Shipping costs:Download sofort lieferbar, , Versandkostenfrei innerhalb der BRD (EUR 0.00)
Details...
(*) Book out-of-stock means that the book is currently not available at any of the associated platforms we search.
Financial Modelling with Jump Processes - Peter Tankov
book is out-of-stock
(*)
Peter Tankov:
Financial Modelling with Jump Processes - First edition

2004, ISBN: 9780203485217

ID: 26152228

[ED: 1], Auflage, eBook Download (PDF), eBooks, [PU: CRC Press]

New book Lehmanns.de
Shipping costs:Download sofort lieferbar, , Versandkostenfrei innerhalb der BRD (EUR 0.00)
Details...
(*) Book out-of-stock means that the book is currently not available at any of the associated platforms we search.