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
: 
Wiley InterScience An electronic book accessible through the World Wide Web; click for information


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book299255-1001ONLINEElektronik Kütüphane