Financial models with Lévy processes and volatility clustering
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| Other Authors: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, NJ :
Wiley,
c2011.
|
| Series: | The Frank J. Fabozzi series
|
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 010 | |z 2010033299 | ||
| 020 | |z 9780470482353 (cloth) | ||
| 035 | |a (CaPaEBR)ebr10446749 | ||
| 035 | |a (OCoLC)773301034 | ||
| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a HG4637 |b .F56 2011eb |
| 245 | 0 | 0 | |a Financial models with Lévy processes and volatility clustering |h [electronic resource] / |c Svetlozar T. Rachev ... [et al.]. |
| 260 | |a Hoboken, NJ : |b Wiley, |c c2011. | ||
| 300 | |a xiii, 394 p. | ||
| 490 | 0 | |a The Frank J. Fabozzi series | |
| 500 | |a Includes index. | ||
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2011. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Capital assets pricing model. | |
| 650 | 0 | |a Lévy processes. | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Probabilities. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Rachev, S. T. |q (Svetlozar Todorov) | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10446749 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 119781 |d 119781 | ||