Research Catalog

Financial models with Lévy processes and volatility clustering

Title
Financial models with Lévy processes and volatility clustering / Svetlozar T. Rachev ... [et al.].
Publication
Hoboken, N.J. : John Wiley, c2011.

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StatusFormatAccessCall NumberItem Location
TextUse in library JBE 18-612Schwarzman Building - General Research Room 315

Details

Additional Authors
Rachev, S. T. (Svetlozar Todorov)
Description
xx, 394 p. : ill.; 24 cm.
Series Statement
The Frank J. Fabozzi series
Uniform Title
Frank J. Fabozzi series.
Subject
  • Capital assets pricing model
  • Lévy processes
  • Finance > Mathematical models
  • Probabilities
Bibliography (note)
  • Includes bibliographical references and index.
Call Number
JBE 18-612
ISBN
  • 9780470482353 (cloth)
  • 0470482354 (cloth)
LCCN
2010033299
OCLC
YBP 2010033299
Title
Financial models with Lévy processes and volatility clustering / Svetlozar T. Rachev ... [et al.].
Imprint
Hoboken, N.J. : John Wiley, c2011.
Series
The Frank J. Fabozzi series
Frank J. Fabozzi series.
Bibliography
Includes bibliographical references and index.
Added Author
Rachev, S. T. (Svetlozar Todorov)
Research Call Number
JBE 18-612
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