Financial modelling with jump processes.

Publication info: Reference and Research Book News ; Portland  Vol. 19, Iss. 2,  (May 2004): n/a.

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ISBN: 1584884134
TITLE: Financial modelling with jump processes.
AUTHOR: Cont, Rama and Peter Tankov.
PUBLISHER: Chapman &Hall/CRC
PUBLISH DATE: 2004
PAGES: 535
PRICE: $79.95
BINDING: Hardcover
SERIES: Chapman and Hall/CRC financial mathematics series
LIBRARY OF CONGRESS CLASSIFICATION: HG106
REVIEW: Cont and Tankov (both: applied mathematics, Ecole Polytechnique, France) present a self-contained
overview of theoretical, numerical, and empirical research into Lévy processes and other stochastic processes
with jumps as they are increasingly being used to model market fluctuations. They write specifically for
nonspecialist students, researchers, and quants who are familiar with quantitative methods in finance at the level
of classical Black-Scholes option pricing theory. The do not aspire to a comprehensive treatise on mathematical
properties of the processes. (©2004 Book News, Inc., Portland, OR)

DETAILS

Publication title: Reference and Research Book News; Portland

Volume: 19

Issue: 2

Pages: n/a

Publication year: 2004

Publication date: May 2004

Publisher: Ringgold Inc

Place of publication: Portland

Country of publication: United States, Portland

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 Publication subject: Bibliographies, Library And Information Sciences

ISSN: 08873763

Source type: Trade Journals

Language of publication: English

Document type: Book Review

ProQuest document ID: 199642940

Document URL: https://ezp.lib.cam.ac.uk/login?url=https://search.proquest.com/docview/19964294

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Copyright: Copyright Book News, Inc. May 2004

Last updated: 2013-07-02

Database: Social Science Premium Collection

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