Financial Modelling with Jump Processes

افزودن به بوکمارک اشتراک گذاری 0 دیدگاه کاربران 3 (1)

مشارکت: عنوان و توضیح کوتاه هر کتاب را ترجمه کنید این ترجمه بعد از تایید با نام شما در سایت نمایش داده خواهد شد.

ترجمه این کتاب مشاهده همه کتاب های ترجمه نشده

از خودتان درباره کتاب توضیح کوتاهی بنویسید

WINNER of a Riskbook.com Best of 2004 Book Award!

During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tools required for applications can be intimidating. Potential users often get the impression that jump and L�vy processes are beyond their reach.

Financial Modelling with Jump Processes shows that this is not so. It provides a self-contained overview of the theoretical, numerical, and empirical aspects involved in using jump processes in financial modelling, and it does so in terms within the grasp of nonspecialists. The introduction of new mathematical tools is motivated by their use in the modelling process, and precise mathematical statements of results are accompanied by intuitive explanations.

Topics covered in this book include: jump-diffusion models, L�vy processes, stochastic calculus for jump processes, pricing and hedging in incomplete markets, implied volatility smiles, time-inhomogeneous jump processes and stochastic volatility models with jumps. The authors illustrate the mathematical concepts with many numerical and empirical examples and provide the details of numerical implementation of pricing and calibration algorithms.

This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models. If you have even a basic familiarity with quantitative methods in finance, Financial Modelling with Jump Processes will give you a valuable new set of tools for modelling market fluctuations.

لغو

گزارش تخلف

مغایرت عنوان کتاب با توضیحات و تصویر جلد
عدم رعایت حقوق نشر طبق قوانین جمهوری اسلامی ایران
محتوای مستهجن
توهین به قومیتها و محتوای نژادپرستی
توهین به اقیلیتهای مذهبی
اهانت به مقامات سیاسی و مذهبی
اشاعه ی کودک آزاری
سایر موارد

بستن

فرمت کتاب

ebook

زبان

english

تاریخ انتشار

2003

نویسنده

Peter Tankov

ناشر

CRC Press

شابک

9781584884132

20,000 تومان

خرید کتاب مطالعه نمونه درخواست ترجمه کتاب

خرید کتاب Financial Modelling with Jump Processes

Financial Modelling with Jump Processes

گزارش تخلف

فرمت کتاب

ebook

زبان

english

تاریخ انتشار

2003

نویسنده

ناشر

شابک

کتاب های مرتبط

Optional Processes

Financial Modelling with Jump Processes

Economics For Dummies

Unmistakable

Corporate Creativity

The Bridge to Growth

Estate Sales Made Easy

Toward Sustainable Communities

Brand Aid

Hollywood

Conquering the Seven Summits of Sales

Creativity Rules

Conversation Starters for Every Grandparent

You Need More Money

Rock Your Business

Firestarters

Dear Client

Crack the Marketing Case and Interview Like a CMO

The Pomodoro Technique

Woman to Woman

Counter Mentor Leadership

دیدگاه کاربران