Vineet Nayyar Learning Resource Centre

Financial modelling with jump processes /

Cont, Rama.

Financial modelling with jump processes / - Boca Raton, Fla. : Chapman & Hall/CRC, c2004. - xvi, 535 p. : ill. ;

1584884134 (alk. paper) 9781584884132 (alk. paper)


Finance
Jump processes.
Finances
Processus de sauts.
Portfolio-theorie.
Wiskundige modellen.
Stochastische processen.
Discontinuïteit.
Stochastische analyse.
Processos estocasticos.
Finanças (aplicações)

332.01 / CON