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Financial models with Levy processes and volatility clustering

Record Type:	Language materials, printed : monographic
Secondary Intellectual Responsibility:	RachevS. T.,
Place of Publication:	Hoboken, N.J.
Published:	Wiley;
Year of Publication:	c2011
Description:	xx, 394 p. ill. : 24 cm.;
Series:	The Frank J Fabozzi series
Subject:	Probabilities. -
Subject:	Levy processes. -
Subject:	Finance - Mathematical models. -
Subject:	Capital assets pricing model. -
Notes:	Includes index.
ISBN:	978-0-470-48235-3bound

Financial models with Levy processes and volatility clustering
Financial models with Levy processes and volatility clustering / Svetlozar T. Rachev ... [et al.] - Hoboken, N.J. : Wiley, c2011. - xx, 394 p. ; ill. ; 24 cm.. - (The Frank J Fabozzi series).
Includes index..
ISBN 978-0-470-48235-3
Probabilities.Levy processes.Finance - Mathematical models.Capital assets pricing model.

Rachev, S. T.

Financial models with Levy processes and volatility clustering
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200 1 $a Financial models with Levy processes and volatility clustering $f Svetlozar T. Rachev ... [et al.]
210 $a Hoboken, N.J. $d c2011 $c Wiley
215 1 $a xx, 394 p. $d 24 cm. $c ill.
225 1 # $a The Frank J Fabozzi series
300 $a Includes index.
606 # $a Probabilities. $3 31755
606 # $a Levy processes. $3 224294
606 # $a Finance - Mathematical models. $3 79662
606 # $a Capital assets pricing model. $3 74123
676 $a 332.0415015192
702 1 $a Rachev $b S. T. $g Svetlozar Todorov $3 267679
801 0 $a tw $b 嶺東科技大學圖書館

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