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Hardcover Financial Models with Levy Processes and Volatility Clustering Book
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ISBN: 0470482354

ISBN13: 9780470482353

Financial Models with Levy Processes and Volatility Clustering

by , , , et al.
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An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management

In Financial Models with L vy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock returns in both a univariate and a multivariate setting, providing you with practical applications to option pricing and portfolio management. They also explain the reasons...

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Format: Hardcover

Condition: New

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