Financial models with Lévy processes and volatility clustering
by
Rachev, S. T. (Svetlozar Todorov)
Title
:
Financial models with Lévy processes and volatility clustering
Author
:
Rachev, S. T. (Svetlozar Todorov)
ISBN
:
9781118268070
9780470937167
Publication Information
:
Hoboken, N.J. : John Wiley, c2011.
Physical Description
:
1 online resource (xx, 394 p.) : ill.
Series
:
The Frank J. Fabozzi series
Series Title
:
The Frank J. Fabozzi series
Subject Term
:
Capital assets pricing model.
Lévy processes.
Finance -- Mathematical models.
Probabilities.
Added Author
:
Rachev, S. T. (Svetlozar Todorov)
Added Corporate Author
:
Wiley InterScience (Online service)
Electronic Access
:
Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
---|
Online Library | E-Book | 299255-1001 | ONLINE | | Elektronik Kütüphane |