Financial models with Lévy processes and volatility clustering

Financial models with Lévy processes and volatility clustering

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Bibliographic Details
Other Authors: Rachev, S. T. (Svetlozar Todorov)
Format: Electronic eBook
Language:English
Published: Hoboken, NJ : Wiley, c2011.
Series:The Frank J. Fabozzi series
Subjects:
Capital assets pricing model.
Lévy processes.
Finance > Mathematical models.
Probabilities.
Electronic books.
Online Access:An electronic book accessible through the World Wide Web; click to view
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Description
Item Description:Includes index.
Physical Description:xiii, 394 p.

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