Financial models with Lévy processes and volatility clustering :: ISBN 9780470482353 :: Wiley 2011 :: OBNB, the Open British National Bibliography

Publication Data

Title Financial models with Lévy processes and volatility clustering
Contributor S. T. Rachev
Publisher Wiley
Publication date 2011
Publication location Hoboken, N.J.
Language English

Topics

Capital assets pricing model
Lévy processes
Finance :: Mathematical models
Probabilities

Catalogue Data

OBNB ID GBB0B0350
ISBN 10 0470482354
ISBN 13 9780470482353
Type BibliographicResource, Book
Dewey Classification 332.0415015192

ISBD

P1053 xx, 394 p.
P1042 Includes bibliographical references and index.

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Financial models with Lévy processes and volatility clustering. ISBN 9780470482353. Published by Wiley in 2011. Publication and catalogue information, links to buy online and reader comments.