Financial Models with Levy Processes and Volatility Clustering

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An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management

In Financial Models with Lévy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting, providing you with practical applications to option pricing and portfolio ...

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E-book
epub
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85.00 £
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management

In Financial Models with Lévy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting, providing you with practical applications to option pricing and portfolio ...

Read more
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  • Formats: epub
  • ISBN: 9780470937266
  • Publication Date: 8 Feb 2011
  • Publisher: Wiley
  • Product language: English
  • Drm Setting: DRM