Change of Time Methods in Quantitative Finance

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This book is devoted to the history of Change of Time Methods (CTM), the connections of CTM to stochastic volatilities and finance, fundamental aspects of the theory of CTM, basic concepts, and its... This description may be from another edition of this product.

Format:Paperback

Language:English

ISBN:3319324063

ISBN13:9783319324067

Release Date:July 2016

Publisher:Springer

Length:128 Pages

Weight:0.47 lbs.

Dimensions:0.3" x 6.1" x 9.2"

Related Subjects

Math Mathematics Science & Math

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Change of Time Methods in Quantitative Finance

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