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Chapman and Hall/CRC Financial Modelling with Jump Processes

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Description

Winner of a Riskbook.com Best of 2004 Book Award, this text explores the increasing popularity of financial models based on jump processes in option pricing and risk management. While many academic papers on this subject are difficult for nonspecialists to navigate due to technical complexity, this book provides a self-contained overview designed to make these concepts accessible. Financial Modelling with Jump Processes breaks down the mathematical tools required for applications that often seem intimidating. It demonstrates that jump and Levy processes are within reach for users seeking to apply these models in professional settings. This volume is part of the Chapman and Hall/CRC Financial Mathematics Series, offering a structured approach to understanding advanced financial modeling.

Key Features

This title is a winner of the Riskbook.com Best of 2004 Book Award.

The book is part of the Chapman and Hall/CRC Financial Mathematics Series.

It provides a self-contained overview of jump and Levy processes for users.

The text focuses on financial models used in risk management and option pricing.

It simplifies technical mathematical tools for nonspecialists and potential users.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
30 December 2003
Listed Since
05 February 2007

Barcode

No barcode data available

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