Financial modelling with jump processes / Rama Cont, Peter Tankov

Auteur principal : Cont, Rama, AuteurCo-auteur : Tankov, Peter, 1977-, AuteurType de document : MonographieCollection : Chapman & Hall/CRC financial mathematics seriesLangue : anglais.Pays: Etats Unis.Éditeur : Boca Raton : Chapman and Hall/CRC, 2004Description : 1 vol. (XVI-535 p.) : fig., couv. ill. en coul. ; 24 cmISBN: 9781135437947.Bibliographie : Bibliogr. p. 501-527. Index.Sujet MSC : 91Gxx, Game theory, economics, finance, and other social and behavioral sciences - Actuarial science and mathematical finance
91B70, Mathematical economics, Stochastic models in economics
91B82, Mathematical economics, Statistical methods; economic indices and measures
91B24, Mathematical economics, Microeconomic theory (price theory and economic markets)
91B05, Mathematical economics, Risk models (general)
Tags from this library: No tags from this library for this title. Log in to add tags.
Holdings
Item type Current library Call number Status Date due Barcode
Monographie Monographie CMI
Salle 2 		91 CON (Browse shelf(Opens below)) Available 03904-01

Bibliogr. p. 501-527. Index

There are no comments on this title.

to post a comment.