 |
|
|
Item Details
| Title:
|
FINANCIAL MODELLING WITH JUMP PROCESSES
|
| By: |
Rama Cont, Peter Tankov, M. A. H. Dempster |
| Format: |
Hardback |
| List price:
|
£69.99 |
|
We currently do not stock this item, please contact the publisher directly for
further information.
|
|
|
|
|
|
| ISBN 10: |
1420082191 |
| ISBN 13: |
9781420082197 |
| Publisher: |
TAYLOR & FRANCIS LTD |
| Pub. date: |
31 August, 2008 |
| Edition: |
2nd Revised edition |
| Series: |
Chapman & Hall/CRC Financial Mathematics Series 2 |
| Pages: |
606 |
| Description: |
Presents an overview of financials models based on jump processes used in risk management and option pricing. After presenting the necessary mathematics, this text presents theoretical, numerical and empirical issues. |
| Synopsis: |
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. |
| Illustrations: |
100 black & white illustrations |
| Publication: |
US |
| Imprint: |
Chapman & Hall/CRC |
| Returns: |
Returnable |
|
|
|
 |
|
|
|
|
|
Little Worried Caterpillar (PB)
Little Green knows she''s about to make a big change - transformingfrom a caterpillar into a beautiful butterfly. Everyone is VERYexcited! But Little Green is VERY worried. What if being a butterflyisn''t as brilliant as everyone says?Join Little Green as she finds her own path ... with just a littlehelp from her friends.
|
|
All the Things We Carry PB
What can you carry?A pebble? A teddy? A bright red balloon? A painting you''ve made?A hope or a dream?This gorgeous, reassuring picture book celebrates all the preciousthings we can carry, from toys and treasures to love and hope. With comforting rhymes and fabulous illustrations, this is a warmhug of a picture book.
|
|
|
|