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£91.71
CRC Press Inhomogeneous Random Evolutions and Their Applications
Price data last checked 58 day(s) ago - refreshing...
Price History & Forecast
Last 33 days • 33 data points (No recent data available)
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Price distribution over 33 days • 3 price levels
Price Analysis
Most common price: £94 (21 days, 63.6%)
Price range: £85 - £94
Price levels: 3 different prices over 33 days
Description
Key Features
Model financial underlyings and derivatives using Levy processes that feature time-dependent characteristics.
Analyze limit order books in algorithmic and high-frequency trading via counting price changes processes.
Evaluate risk processes by counting the number of claims with time-dependent conditional intensities.
Study multi-asset price impact specifically resulting from distressed selling scenarios.
Explore regime-switching Levy-driven models to better understand changing market dynamics.
Product Specifications
- Brand
- CRC Press
- Format
- Hardcover
- ASIN
- 1138313475
- Domain
- Amazon UK
- Release Date
- 12 December 2019
- Listed Since
- 06 June 2019
Barcode
No barcode data available
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